+192.7%
ECHO vs RCAT
-98.4%
+291.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | +0.1% | +4.0% |
| 7D | +8.6% | +5.4% | +3.2% | +8.5% |
| 30D | +3.8% | -5.6% | +9.3% | +3.8% |
| 3M | -19.9% | -30.2% | +10.3% | -19.7% |
| 6M | -12.1% | -43.4% | +31.3% | -11.8% |
| YTD | -14.1% | +9.6% | -23.7% | -14.2% |
| 1Y | +15.9% | -2.0% | +17.8% | +15.6% |
| 3Y | +417.8% | +825.0% | -407.2% | +408.1% |
| 5Y | +259.3% | +199.8% | +59.5% | +253.2% |
| 10Y | +192.7% | -98.4% | +291.1% | +200.7% |
| All | +192.7% | -98.4% | +291.1% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling