+3,795.3%
ECL vs RL
+1,476.5%
+2,318.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | -0.8% | -4.2% | +3.4% | +0.3% |
| 30D | +8.1% | +4.3% | +3.8% | +7.0% |
| 3M | +6.4% | -4.6% | +11.0% | +7.4% |
| 6M | +14.8% | +1.7% | +13.0% | +13.6% |
| YTD | +15.5% | +7.3% | +8.1% | +12.5% |
| 1Y | +20.1% | +20.8% | -0.7% | +13.5% |
| 3Y | +77.8% | +247.0% | -169.2% | +25.7% |
| 5Y | +37.9% | +225.5% | -187.6% | -2.8% |
| 10Y | +202.7% | +363.0% | -160.4% | +82.7% |
| All | +3,795.3% | +1,476.5% | +2,318.8% | +1,485.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling