+2,681.5%
ECL vs RSG
+2,310.6%
+370.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.9% | +2.5% | +0.4% | +2.0% |
| 30D | +7.5% | +12.7% | -5.2% | +3.3% |
| 3M | +12.2% | +17.9% | -5.7% | +6.3% |
| 6M | +24.6% | +25.0% | -0.4% | +15.5% |
| YTD | +18.8% | +20.8% | -2.0% | +11.0% |
| 1Y | +19.3% | +24.3% | -4.9% | +10.5% |
| 3Y | +78.2% | +65.3% | +13.0% | +50.0% |
| 5Y | +38.8% | +99.1% | -60.3% | +10.0% |
| 10Y | +197.8% | +452.4% | -254.5% | +79.0% |
| All | +2,681.5% | +2,310.6% | +370.8% | +1,097.5% |
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