+283.1%
ECHO vs RCAT
-99.7%
+382.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +11.4% | -4.4% | +6.9% |
| 7D | +3.0% | +1.1% | +1.9% | +3.0% |
| 30D | +6.7% | -22.0% | +28.7% | +6.8% |
| 3M | +12.4% | -51.1% | +63.5% | +12.6% |
| 6M | -20.4% | -56.6% | +36.2% | -20.3% |
| YTD | -6.9% | -43.3% | +36.3% | -6.8% |
| 1Y | +37.7% | -51.5% | +89.2% | +37.9% |
| 3Y | +902.9% | +411.4% | +491.5% | +898.3% |
| 5Y | +275.3% | +74.4% | +200.9% | +273.9% |
| 10Y | +159.0% | -99.6% | +258.6% | +157.0% |
| All | +283.1% | -99.7% | +382.9% | +301.5% |
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