+12,781.7%
ECL vs RRX
+3,904.5%
+8,877.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -2.6% | +3.4% | -6.1% | -3.5% |
| 30D | -2.2% | -11.1% | +9.0% | +0.7% |
| 3M | +10.1% | -23.7% | +33.8% | +16.3% |
| 6M | -5.7% | -22.0% | +16.3% | -1.8% |
| YTD | +7.0% | +16.5% | -9.5% | -0.1% |
| 1Y | +2.7% | +11.5% | -8.8% | -3.6% |
| 3Y | +57.7% | +1.5% | +56.2% | +44.7% |
| 5Y | +31.1% | +18.3% | +12.9% | +13.9% |
| 10Y | +150.9% | +209.8% | -58.9% | +66.8% |
| All | +12,781.7% | +3,904.5% | +8,877.2% | +5,979.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling