+77.8%
ECL vs RBA
+42.3%
+35.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -0.8% | +4.3% | -5.0% | -1.5% |
| 30D | +8.1% | +16.3% | -8.2% | +5.2% |
| 3M | +6.4% | +1.3% | +5.0% | +5.9% |
| 6M | +14.8% | -11.1% | +25.8% | +16.4% |
| YTD | +15.5% | -8.5% | +23.9% | +16.0% |
| 1Y | +20.1% | -2.1% | +22.2% | +19.2% |
| 3Y | +77.8% | +44.6% | +33.2% | +72.0% |
| All | +77.8% | +42.3% | +35.5% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling