+26.4%
ECL vs RBRK
+130.3%
-103.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.6% | -3.5% | +0.9% | -2.6% |
| 30D | -4.6% | -8.3% | +3.7% | -4.6% |
| 3M | +6.0% | +24.7% | -18.7% | +5.7% |
| 6M | -3.0% | +58.9% | -61.9% | -3.7% |
| YTD | +4.0% | +16.3% | -12.2% | +4.0% |
| 1Y | +2.0% | +10.1% | -8.1% | +2.0% |
| All | +26.4% | +130.3% | -103.9% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling