+78.2%
ECL vs RRC
+60.0%
+18.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | +2.9% | +6.4% | -3.5% | +2.7% |
| 30D | +7.5% | +23.9% | -16.4% | +6.8% |
| 3M | +12.2% | +30.2% | -17.9% | +11.4% |
| 6M | +24.6% | +26.3% | -1.7% | +23.7% |
| YTD | +18.8% | +48.1% | -29.3% | +16.5% |
| 1Y | +19.3% | +37.7% | -18.3% | +17.6% |
| 3Y | +78.2% | +60.3% | +17.9% | +74.9% |
| All | +78.2% | +60.0% | +18.2% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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