+30.0%
ECL vs RL
+238.1%
-208.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | -2.6% | -0.8% | -1.8% | -2.4% |
| 30D | -2.2% | -7.8% | +5.6% | -0.1% |
| 3M | +10.1% | -4.0% | +14.1% | +11.1% |
| 6M | -5.7% | -1.9% | -3.9% | -5.9% |
| YTD | +7.0% | -0.2% | +7.1% | +6.1% |
| 1Y | +2.7% | +10.7% | -8.0% | -1.3% |
| 3Y | +57.7% | +210.8% | -153.0% | +5.7% |
| All | +30.0% | +238.1% | -208.1% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling