+14.8%
ECL vs ROP
+34.9%
-20.1%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.2% |
| 7D | -0.8% | +2.1% | -2.9% | -1.1% |
| 30D | +8.1% | +32.9% | -24.8% | +3.8% |
| 3M | +6.4% | +20.0% | -13.7% | +3.6% |
| 6M | +14.8% | +36.4% | -21.7% | +10.2% |
| All | +14.8% | +34.9% | -20.1% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling