+197.7%
ECL vs ROP
+189.6%
+8.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.6% |
| 7D | -0.5% | -1.6% | +1.1% | +0.4% |
| 30D | +8.8% | +29.5% | -20.7% | -6.6% |
| 3M | +7.8% | +17.5% | -9.7% | -2.5% |
| 6M | +21.3% | +38.1% | -16.8% | -1.4% |
| YTD | +17.8% | +7.0% | +10.8% | +10.8% |
| 1Y | +21.1% | +6.5% | +14.5% | +14.1% |
| 3Y | +80.1% | -5.5% | +85.6% | +79.4% |
| 5Y | +40.5% | -0.4% | +40.9% | +33.6% |
| 10Y | +197.7% | +183.6% | +14.2% | +66.6% |
| All | +197.7% | +189.6% | +8.1% | +66.6% |
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