+13,805.6%
ECL vs RRC
+1,414.2%
+12,391.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.5% |
| 7D | -0.8% | -10.8% | +10.1% | +0.1% |
| 30D | +8.1% | +22.3% | -14.2% | +6.3% |
| 3M | +6.4% | +26.6% | -20.3% | +4.2% |
| 6M | +14.8% | +18.9% | -4.2% | +12.9% |
| YTD | +15.5% | +39.2% | -23.7% | +12.0% |
| 1Y | +20.1% | +34.0% | -13.8% | +16.8% |
| 3Y | +77.8% | +42.0% | +35.7% | +70.6% |
| 5Y | +37.9% | +111.9% | -74.0% | +26.0% |
| 10Y | +202.7% | +62.8% | +139.9% | +159.1% |
| All | +13,805.6% | +1,414.2% | +12,391.4% | +10,731.9% |
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