+257.7%
ECL vs RNG
+343.0%
-85.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -0.5% | +2.3% | -2.7% | -0.7% |
| 30D | +6.6% | -3.4% | +10.0% | +6.8% |
| 3M | +9.6% | +20.9% | -11.3% | +6.8% |
| 6M | +21.6% | +82.2% | -60.6% | +11.8% |
| YTD | +16.9% | +164.6% | -147.7% | +0.9% |
| 1Y | +17.9% | +177.0% | -159.1% | +1.1% |
| 3Y | +76.5% | +177.4% | -100.9% | +46.4% |
| 5Y | +36.6% | -72.3% | +109.0% | +42.2% |
| 10Y | +193.2% | +238.9% | -45.8% | +109.2% |
| All | +257.7% | +343.0% | -85.4% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling