+240.0%
ECHO vs RBA
+339.3%
-99.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.4% | -2.9% | +6.3% | +4.3% |
| 30D | +2.4% | -12.3% | +14.7% | +6.0% |
| 3M | -28.0% | -20.5% | -7.4% | -23.7% |
| 6M | -21.2% | -18.5% | -2.7% | -17.1% |
| YTD | -17.4% | -18.2% | +0.8% | -13.4% |
| 1Y | +33.6% | -27.5% | +61.1% | +44.8% |
| 3Y | +419.7% | +38.1% | +381.6% | +373.3% |
| 5Y | +241.7% | +44.8% | +196.9% | +198.4% |
| 10Y | +180.8% | +187.1% | -6.4% | +94.4% |
| All | +240.0% | +339.3% | -99.3% | +81.8% |
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