+791.8%
ECHO vs RBA
+42.3%
+749.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.6% | +5.7% |
| 7D | -2.4% | +4.3% | -6.7% | -4.0% |
| 30D | -3.1% | +16.3% | -19.5% | -9.1% |
| 3M | +8.7% | +1.3% | +7.4% | +7.8% |
| 6M | -24.8% | -11.1% | -13.7% | -22.0% |
| YTD | -13.0% | -8.5% | -4.5% | -11.8% |
| 1Y | +33.9% | -2.1% | +36.1% | +31.3% |
| 3Y | +791.8% | +44.6% | +747.2% | +699.2% |
| All | +791.8% | +42.3% | +749.5% | +699.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling