+2.1%
ECL vs DRI
+4.8%
-2.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -0.8% | -1.2% | +0.5% | -0.5% |
| 30D | -2.5% | -0.4% | -2.1% | -2.6% |
| 3M | +8.3% | +9.5% | -1.2% | +6.0% |
| 6M | -1.1% | +6.5% | -7.5% | -2.9% |
| YTD | +6.5% | +18.4% | -11.9% | +2.5% |
| 1Y | +2.1% | +4.2% | -2.1% | -1.2% |
| All | +2.1% | +4.8% | -2.8% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling