-2.9%
ECL vs RBRK
+57.6%
-60.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +0.9% | -2.3% |
| 7D | -2.7% | +1.9% | -4.6% | -2.6% |
| 30D | -4.3% | -9.3% | +5.0% | -4.7% |
| 3M | +3.2% | +23.8% | -20.6% | +5.5% |
| 6M | -2.9% | +55.4% | -58.3% | 0.0% |
| All | -2.9% | +57.6% | -60.6% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling