+23.1%
ECL vs RBRK
+62.9%
-39.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +3.5% |
| 7D | +7.7% | -12.5% | +20.2% | +7.0% |
| 30D | +13.7% | -3.0% | +16.7% | +13.6% |
| 3M | +11.6% | +46.9% | -35.4% | +14.2% |
| 6M | +23.9% | +105.4% | -81.5% | +29.5% |
| YTD | +21.0% | +55.6% | -34.6% | +24.3% |
| 1Y | +23.1% | +63.9% | -40.8% | +27.2% |
| All | +23.1% | +62.9% | -39.8% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling