+258.3%
ECHO vs RCAT
-99.8%
+358.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +18.6% | -13.4% | +5.2% |
| 7D | -2.4% | -12.7% | +10.3% | -2.4% |
| 30D | -3.1% | -34.3% | +31.2% | -3.0% |
| 3M | +8.7% | -53.4% | +62.1% | +8.9% |
| 6M | -24.8% | -62.0% | +37.2% | -24.6% |
| YTD | -13.0% | -49.1% | +36.1% | -12.8% |
| 1Y | +33.9% | -53.1% | +87.1% | +34.1% |
| 3Y | +791.8% | +318.7% | +473.1% | +788.2% |
| 5Y | +261.7% | +48.5% | +213.2% | +260.5% |
| 10Y | +157.3% | -99.6% | +256.9% | +155.3% |
| All | +258.3% | -99.8% | +358.0% | +275.5% |
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