+78.2%
ECL vs ROP
-5.1%
+83.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +2.9% | +0.7% | +2.1% | +2.7% |
| 30D | +7.5% | +28.8% | -21.3% | +0.8% |
| 3M | +12.2% | +21.1% | -8.8% | +6.8% |
| 6M | +24.6% | +52.5% | -28.0% | +11.1% |
| YTD | +18.8% | +8.9% | +9.9% | +18.8% |
| 1Y | +19.3% | +8.2% | +11.1% | +19.7% |
| 3Y | +78.2% | -5.2% | +83.4% | +84.3% |
| All | +78.2% | -5.1% | +83.3% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling