+197.5%
ECL vs ROP
+183.9%
+13.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -0.5% | -2.7% | +2.2% | +1.1% |
| 30D | +6.6% | +29.7% | -23.1% | -8.6% |
| 3M | +9.6% | +21.2% | -11.6% | -2.6% |
| 6M | +21.6% | +48.3% | -26.7% | -5.3% |
| YTD | +16.9% | +8.4% | +8.5% | +9.2% |
| 1Y | +17.9% | +6.0% | +11.9% | +11.7% |
| 3Y | +76.5% | -5.6% | +82.1% | +76.3% |
| 5Y | +36.6% | +1.3% | +35.4% | +28.7% |
| All | +197.5% | +183.9% | +13.6% | +67.7% |
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