+156.3%
ECL vs DGX
+255.3%
-99.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.0% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | -0.8% | -1.2% | +0.3% | -0.4% |
| 3M | +5.0% | +15.8% | -10.7% | -1.4% |
| 6M | +0.2% | +18.2% | -17.9% | -6.8% |
| YTD | +5.8% | +37.2% | -31.4% | -7.8% |
| 1Y | +1.5% | +30.4% | -28.8% | -9.7% |
| 3Y | +55.0% | +96.7% | -41.7% | +14.2% |
| 5Y | +29.3% | +67.2% | -37.9% | +0.7% |
| All | +156.3% | +255.3% | -99.0% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling