+156.3%
ECL vs RRX
+228.4%
-72.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.6% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -0.8% | -6.1% | +5.3% | +1.0% |
| 3M | +5.0% | -23.1% | +28.1% | +11.9% |
| 6M | +0.2% | -19.5% | +19.8% | +4.1% |
| YTD | +5.8% | +16.1% | -10.3% | -3.7% |
| 1Y | +1.5% | +12.9% | -11.4% | -7.5% |
| 3Y | +55.0% | +7.9% | +47.1% | +33.8% |
| 5Y | +29.3% | +19.1% | +10.2% | +3.1% |
| All | +156.3% | +228.4% | -72.1% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling