+2,394.6%
ECL vs RSG
+2,005.0%
+389.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.8% | -0.7% | 0.0% | -0.5% |
| 30D | -2.5% | +3.3% | -5.8% | -3.5% |
| 3M | +8.3% | +8.5% | -0.1% | +5.4% |
| 6M | -1.1% | -3.5% | +2.4% | -0.3% |
| YTD | +6.5% | +5.5% | +1.0% | +4.2% |
| 1Y | +2.1% | -1.7% | +3.8% | +2.2% |
| 3Y | +57.6% | +56.9% | +0.7% | +35.0% |
| 5Y | +28.1% | +89.4% | -61.3% | +3.4% |
| 10Y | +153.2% | +412.5% | -259.3% | +56.8% |
| All | +2,394.6% | +2,005.0% | +389.6% | +1,023.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling