+12,781.7%
ECL vs RRC
+1,202.2%
+11,579.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -2.6% | +1.3% | -3.9% | -2.7% |
| 30D | -2.2% | +10.1% | -12.3% | -2.9% |
| 3M | +10.1% | +4.0% | +6.1% | +9.7% |
| 6M | -5.7% | +1.6% | -7.3% | -6.1% |
| YTD | +7.0% | +19.7% | -12.7% | +5.2% |
| 1Y | +2.7% | +21.4% | -18.8% | +0.7% |
| 3Y | +57.7% | +29.7% | +28.1% | +52.6% |
| 5Y | +31.1% | +153.9% | -122.7% | +18.2% |
| 10Y | +150.9% | +10.8% | +140.1% | +121.2% |
| All | +12,781.7% | +1,202.2% | +11,579.5% | +10,069.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling