+78.2%
ECL vs RNG
+179.0%
-100.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +2.9% | +4.6% | -1.7% | +2.7% |
| 30D | +7.5% | +0.4% | +7.1% | +7.4% |
| 3M | +12.2% | +11.4% | +0.8% | +11.5% |
| 6M | +24.6% | +95.7% | -71.1% | +20.3% |
| YTD | +18.8% | +162.9% | -144.1% | +11.5% |
| 1Y | +19.3% | +180.3% | -160.9% | +11.5% |
| 3Y | +78.2% | +188.3% | -110.1% | +67.2% |
| All | +78.2% | +179.0% | -100.8% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling