+227.3%
ECL vs RNG
+327.7%
-100.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.6% |
| 7D | -2.6% | +5.8% | -8.4% | -3.3% |
| 30D | -2.2% | +19.6% | -21.8% | -4.3% |
| 3M | +10.1% | +67.0% | -56.9% | +3.0% |
| 6M | -5.7% | +88.4% | -94.1% | -13.9% |
| YTD | +7.0% | +155.5% | -148.5% | -7.0% |
| 1Y | +2.7% | +141.7% | -139.0% | -10.4% |
| 3Y | +57.7% | +131.1% | -73.4% | +34.2% |
| 5Y | +31.1% | -70.6% | +101.7% | +35.4% |
| 10Y | +150.9% | +228.2% | -77.3% | +80.1% |
| All | +227.3% | +327.7% | -100.5% | +128.0% |
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