+77.4%
ECL vs RL
+257.6%
-180.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -2.3% | -4.4% | +2.1% | -1.4% |
| 30D | +8.3% | +5.6% | +2.7% | +7.1% |
| 3M | +8.4% | -0.6% | +9.1% | +8.4% |
| 6M | +23.3% | +15.5% | +7.8% | +19.4% |
| YTD | +18.2% | +12.3% | +5.9% | +14.9% |
| 1Y | +18.8% | +19.3% | -0.5% | +14.3% |
| All | +77.4% | +257.6% | -180.2% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling