+4,111.7%
ECL vs DGX
+8,796.3%
-4,684.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -2.5% | -1.2% | -1.3% | -2.2% |
| 3M | +8.3% | +19.9% | -11.6% | +3.4% |
| 6M | -1.1% | +19.2% | -20.3% | -5.5% |
| YTD | +6.5% | +37.5% | -31.0% | -1.9% |
| 1Y | +2.1% | +31.3% | -29.2% | -4.9% |
| 3Y | +57.6% | +96.6% | -39.0% | +32.1% |
| 5Y | +28.1% | +64.3% | -36.2% | +11.6% |
| 10Y | +153.2% | +241.1% | -87.9% | +84.1% |
| All | +4,111.7% | +8,796.3% | -4,684.6% | +2,028.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling