+12,628.8%
ECL vs ROP
+29,959.8%
-17,331.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +6.4% | +20.3% | -14.0% | +1.2% |
| 6M | +14.8% | +36.8% | -22.0% | +5.3% |
| YTD | +15.5% | +8.1% | +7.4% | +11.9% |
| 1Y | +20.1% | +8.3% | +11.9% | +16.3% |
| 3Y | +77.8% | -3.2% | +81.0% | +76.6% |
| 5Y | +37.9% | +1.7% | +36.2% | +35.6% |
| 10Y | +202.7% | +199.2% | +3.4% | +136.5% |
| All | +12,628.8% | +29,959.8% | -17,331.0% | +7,030.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling