+38.9%
ECL vs RSG
+99.6%
-60.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.9% | +2.5% | +0.4% | +1.6% |
| 30D | +7.5% | +12.7% | -5.2% | +1.0% |
| 3M | +12.2% | +17.9% | -5.7% | +3.0% |
| 6M | +24.6% | +25.0% | -0.4% | +10.4% |
| YTD | +18.8% | +20.8% | -2.0% | +6.5% |
| 1Y | +19.3% | +24.3% | -4.9% | +5.1% |
| 3Y | +78.2% | +65.3% | +13.0% | +27.6% |
| All | +38.9% | +99.6% | -60.6% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling