+710.7%
ECL vs DG
+628.1%
+82.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.6% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | +8.8% | +7.4% | +1.4% | +7.3% |
| 3M | +7.8% | +8.5% | -0.7% | +5.9% |
| 6M | +21.3% | +21.9% | -0.6% | +16.3% |
| YTD | +17.8% | +4.9% | +12.9% | +15.8% |
| 1Y | +21.1% | +40.4% | -19.3% | +12.2% |
| 3Y | +80.1% | +23.5% | +56.6% | +64.4% |
| 5Y | +40.5% | -32.3% | +72.8% | +45.8% |
| 10Y | +197.7% | +119.3% | +78.4% | +140.2% |
| All | +710.7% | +628.1% | +82.6% | +371.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling