+240.0%
ECHO vs RCAT
-99.5%
+339.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +3.4% | -1.4% | +4.8% | +3.4% |
| 30D | +2.4% | -3.3% | +5.7% | +2.4% |
| 3M | -28.0% | -43.2% | +15.3% | -27.9% |
| 6M | -21.2% | -43.2% | +21.9% | -21.2% |
| YTD | -17.4% | +5.5% | -22.9% | -17.4% |
| 1Y | +33.6% | -1.6% | +35.2% | +33.5% |
| 3Y | +419.7% | +773.7% | -354.0% | +416.6% |
| 5Y | +241.7% | +187.6% | +54.1% | +239.9% |
| 10Y | +180.8% | -98.5% | +279.2% | +178.1% |
| All | +240.0% | -99.5% | +339.6% | +255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling