+58.2%
ECL vs ROP
-16.7%
+75.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.1% |
| 7D | -2.6% | -4.4% | +1.8% | -1.4% |
| 30D | -2.2% | +3.2% | -5.4% | -3.1% |
| 3M | +10.1% | +23.1% | -12.9% | +3.6% |
| 6M | -5.7% | +13.3% | -19.0% | -9.2% |
| YTD | +7.0% | -7.9% | +14.8% | +11.8% |
| 1Y | +2.7% | -22.1% | +24.7% | +15.6% |
| All | +58.2% | -16.7% | +75.0% | +61.2% |
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