+234.6%
ECHO vs RBA
+45.7%
+188.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +5.7% | +1.7% | +3.9% | +5.2% |
| 30D | +13.8% | +8.3% | +5.5% | +11.0% |
| 3M | +9.1% | +10.5% | -1.5% | +5.5% |
| 6M | -24.9% | -5.9% | -19.1% | -24.2% |
| YTD | -8.0% | -6.9% | -1.1% | -7.2% |
| 1Y | +42.9% | -4.9% | +47.8% | +43.3% |
| 3Y | +926.7% | +64.5% | +862.2% | +821.3% |
| All | +234.6% | +45.7% | +188.8% | +217.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling