+7,520.3%
ECL vs DRI
+7,978.2%
-457.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -0.8% | +2.8% | -3.6% | -1.5% |
| 30D | +8.1% | +13.3% | -5.1% | +4.7% |
| 3M | +6.4% | +8.2% | -1.8% | +4.0% |
| 6M | +14.8% | +17.5% | -2.8% | +9.7% |
| YTD | +15.5% | +26.9% | -11.4% | +7.8% |
| 1Y | +20.1% | +31.6% | -11.5% | +11.0% |
| 3Y | +77.8% | +67.0% | +10.8% | +52.1% |
| 5Y | +37.9% | +72.9% | -35.0% | +16.1% |
| 10Y | +202.7% | +371.3% | -168.7% | +85.7% |
| All | +7,520.3% | +7,978.2% | -457.9% | +2,657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling