+926.7%
ECHO vs RBA
+63.1%
+863.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +5.7% | +1.7% | +3.9% | +5.0% |
| 30D | +13.8% | +8.3% | +5.5% | +10.0% |
| 3M | +9.1% | +10.5% | -1.5% | +4.2% |
| 6M | -24.9% | -5.9% | -19.1% | -24.0% |
| YTD | -8.0% | -6.9% | -1.1% | -7.4% |
| 1Y | +42.9% | -4.9% | +47.8% | +42.3% |
| 3Y | +926.7% | +64.5% | +862.2% | +755.0% |
| All | +926.7% | +63.1% | +863.6% | +755.0% |
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