+36.6%
ECL vs RBA
+46.2%
-9.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -0.5% | -0.5% | +0.1% | -0.3% |
| 30D | +6.6% | +6.8% | -0.3% | +5.0% |
| 3M | +9.6% | +9.5% | +0.2% | +7.3% |
| 6M | +21.6% | -8.2% | +29.8% | +23.0% |
| YTD | +16.9% | -7.7% | +24.6% | +17.6% |
| 1Y | +17.9% | -6.9% | +24.8% | +18.3% |
| 3Y | +76.5% | +61.6% | +14.8% | +54.6% |
| 5Y | +36.6% | +44.7% | -8.1% | +26.1% |
| All | +36.6% | +46.2% | -9.6% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling