+153.2%
ECL vs DRI
+350.3%
-197.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -0.8% | -1.2% | +0.5% | -0.4% |
| 30D | -2.5% | -0.4% | -2.1% | -2.5% |
| 3M | +8.3% | +9.5% | -1.2% | +4.9% |
| 6M | -1.1% | +6.5% | -7.5% | -3.6% |
| YTD | +6.5% | +18.4% | -11.9% | -0.1% |
| 1Y | +2.1% | +4.2% | -2.1% | -0.4% |
| 3Y | +57.6% | +57.1% | +0.5% | +31.0% |
| 5Y | +28.1% | +70.4% | -42.4% | +2.1% |
| 10Y | +153.2% | +354.0% | -200.8% | +39.1% |
| All | +153.2% | +350.3% | -197.1% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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