+34.2%
ECHO vs RBRK
+62.9%
-28.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.6% |
| 7D | +4.6% | -12.5% | +17.1% | +6.9% |
| 30D | +0.4% | -3.0% | +3.4% | +0.7% |
| 3M | +7.7% | +46.9% | -39.3% | -0.2% |
| 6M | -18.0% | +105.4% | -123.5% | -29.0% |
| YTD | -9.3% | +55.6% | -64.9% | -14.8% |
| 1Y | +34.2% | +63.9% | -29.7% | +21.0% |
| All | +34.2% | +62.9% | -28.7% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling