+6,959.2%
ECL vs DRI
+7,577.6%
-618.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | -2.2% | +3.8% | -6.0% | -3.2% |
| 3M | +10.1% | +13.0% | -2.9% | +6.5% |
| 6M | -5.7% | +8.3% | -14.0% | -8.0% |
| YTD | +7.0% | +20.6% | -13.7% | +1.3% |
| 1Y | +2.7% | +6.5% | -3.8% | +0.2% |
| 3Y | +57.7% | +53.7% | +4.0% | +38.0% |
| 5Y | +31.1% | +72.7% | -41.5% | +10.5% |
| 10Y | +150.9% | +363.2% | -212.3% | +54.9% |
| All | +6,959.2% | +7,577.6% | -618.5% | +2,491.8% |
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