+197.7%
ECL vs RL
+397.7%
-199.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.8% | +0.4% |
| 7D | -0.5% | +0.2% | -0.8% | -0.7% |
| 30D | +8.8% | +7.3% | +1.5% | +6.6% |
| 3M | +7.8% | +1.0% | +6.8% | +7.3% |
| 6M | +21.3% | +11.8% | +9.5% | +16.8% |
| YTD | +17.8% | +13.6% | +4.2% | +12.5% |
| 1Y | +21.1% | +24.0% | -3.0% | +12.7% |
| 3Y | +80.1% | +256.6% | -176.5% | +19.1% |
| 5Y | +40.5% | +240.2% | -199.7% | -8.5% |
| 10Y | +197.7% | +373.0% | -175.2% | +63.2% |
| All | +197.7% | +397.7% | -199.9% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling