+256.3%
ECHO vs RGEN
-35.0%
+291.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +3.4% |
| 7D | +2.2% | -2.4% | +4.6% | +2.7% |
| 30D | +9.8% | +0.1% | +9.8% | +9.8% |
| 3M | +16.8% | +6.6% | +10.2% | +15.2% |
| 6M | -18.1% | +40.9% | -59.0% | -23.5% |
| YTD | -4.2% | +6.2% | -10.4% | -6.4% |
| 1Y | +41.2% | +19.4% | +21.8% | +34.9% |
| 3Y | +943.7% | +17.9% | +925.8% | +870.7% |
| All | +256.3% | -35.0% | +291.3% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 5y: compounded portfolio wealth divided by compounded RGEN 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…
5y analysis · Full analysis span regression · 6 months rolling