+77.8%
ECL vs ROP
-3.8%
+81.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.9% |
| 7D | -0.8% | +2.1% | -2.9% | -1.3% |
| 30D | +8.1% | +32.9% | -24.8% | +0.5% |
| 3M | +6.4% | +20.0% | -13.7% | +1.4% |
| 6M | +14.8% | +36.4% | -21.7% | +5.7% |
| YTD | +15.5% | +7.8% | +7.6% | +15.8% |
| 1Y | +20.1% | +8.0% | +12.1% | +20.3% |
| 3Y | +77.8% | -3.5% | +81.2% | +79.9% |
| All | +77.8% | -3.8% | +81.5% | +79.9% |
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