+154.3%
ECL vs ROP
+141.0%
+13.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +2.2% |
| 7D | -2.6% | -4.4% | +1.8% | -0.1% |
| 30D | -2.2% | +3.2% | -5.4% | -4.2% |
| 3M | +10.1% | +23.1% | -12.9% | -3.4% |
| 6M | -5.7% | +13.3% | -19.0% | -13.9% |
| YTD | +7.0% | -7.9% | +14.8% | +10.3% |
| 1Y | +2.7% | -22.1% | +24.7% | +17.7% |
| 3Y | +57.7% | -16.8% | +74.5% | +69.6% |
| 5Y | +31.1% | -13.5% | +44.7% | +35.9% |
| All | +154.3% | +141.0% | +13.3% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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