+258.3%
ECHO vs RBA
+391.8%
-133.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.6% | +5.6% |
| 7D | -2.4% | +4.3% | -6.7% | -3.6% |
| 30D | -3.1% | +16.3% | -19.5% | -7.4% |
| 3M | +8.7% | +1.3% | +7.4% | +7.8% |
| 6M | -24.8% | -11.1% | -13.7% | -23.0% |
| YTD | -13.0% | -8.5% | -4.5% | -11.9% |
| 1Y | +33.9% | -2.1% | +36.1% | +33.0% |
| 3Y | +791.8% | +44.6% | +747.2% | +695.6% |
| 5Y | +261.7% | +36.8% | +224.9% | +220.3% |
| 10Y | +157.3% | +227.3% | -70.0% | +71.2% |
| All | +258.3% | +391.8% | -133.5% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling