+156.3%
ECL vs RNG
+222.9%
-66.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.1% | -6.1% | +5.0% | -0.4% |
| 30D | -0.8% | +9.6% | -10.4% | -2.0% |
| 3M | +5.0% | +83.3% | -78.3% | -2.8% |
| 6M | +0.2% | +77.9% | -77.7% | -7.8% |
| YTD | +5.8% | +139.9% | -134.2% | -7.5% |
| 1Y | +1.5% | +121.7% | -120.1% | -10.5% |
| 3Y | +55.0% | +121.9% | -66.9% | +32.1% |
| 5Y | +29.3% | -68.4% | +97.6% | +32.3% |
| All | +156.3% | +222.9% | -66.5% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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