+52.8%
ECL vs DGX
+96.8%
-44.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -2.7% | -2.2% | -0.5% | -2.0% |
| 30D | -4.3% | -0.9% | -3.4% | -4.0% |
| 3M | +3.2% | +15.6% | -12.4% | -1.7% |
| 6M | -2.9% | +17.8% | -20.7% | -8.2% |
| YTD | +4.3% | +37.5% | -33.2% | -6.2% |
| 1Y | +1.6% | +31.2% | -29.5% | -7.3% |
| All | +52.8% | +96.8% | -44.0% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling