+276.6%
ECHO vs RDW
+1.6%
+275.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | +2.3% | +4.8% | -2.5% | +1.6% |
| 30D | +4.4% | -19.5% | +23.9% | +7.4% |
| 3M | -20.3% | -26.9% | +6.6% | -17.6% |
| 6M | -15.3% | +17.8% | -33.1% | -19.7% |
| YTD | -15.5% | +43.0% | -58.5% | -22.9% |
| 1Y | +15.0% | +32.1% | -17.1% | +4.3% |
| 3Y | +409.1% | +250.6% | +158.5% | +294.3% |
| 5Y | +260.6% | -6.6% | +267.2% | +175.5% |
| All | +276.6% | +1.6% | +275.0% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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