+37.8%
ECL vs DRI
+74.0%
-36.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -0.8% | +2.8% | -3.6% | -1.6% |
| 30D | +8.1% | +13.3% | -5.1% | +3.8% |
| 3M | +6.4% | +8.2% | -1.8% | +3.3% |
| 6M | +14.8% | +17.5% | -2.8% | +8.2% |
| YTD | +15.5% | +26.9% | -11.4% | +5.4% |
| 1Y | +20.1% | +31.6% | -11.5% | +8.2% |
| 3Y | +77.8% | +67.0% | +10.8% | +41.0% |
| All | +37.8% | +74.0% | -36.2% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling