+287.0%
ECHO vs RGEN
+2,472.6%
-2,185.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +3.6% | -3.1% | +6.8% | +4.1% |
| 30D | +7.5% | +0.1% | +7.4% | +7.5% |
| 3M | +16.2% | +4.8% | +11.4% | +15.2% |
| 6M | -20.9% | +48.9% | -69.8% | -25.4% |
| YTD | -6.0% | +5.3% | -11.3% | -7.6% |
| 1Y | +43.4% | +12.5% | +30.9% | +39.6% |
| 3Y | +924.0% | +17.0% | +907.1% | +870.0% |
| 5Y | +249.6% | -35.4% | +285.0% | +244.9% |
| 10Y | +151.3% | +434.6% | -283.3% | +82.8% |
| All | +287.0% | +2,472.6% | -2,185.6% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling