+240.0%
ECHO vs RGEN
+2,397.8%
-2,157.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +3.4% | -4.9% | +8.3% | +4.0% |
| 30D | +2.4% | +5.7% | -3.3% | +1.5% |
| 3M | -28.0% | +32.4% | -60.4% | -30.9% |
| 6M | -21.2% | +33.2% | -54.4% | -24.8% |
| YTD | -17.4% | +2.3% | -19.7% | -18.4% |
| 1Y | +33.6% | +39.0% | -5.4% | +26.3% |
| 3Y | +419.7% | -4.6% | +424.3% | +404.5% |
| 5Y | +241.7% | -42.7% | +284.4% | +241.7% |
| 10Y | +180.8% | +433.6% | -252.8% | +104.2% |
| All | +240.0% | +2,397.8% | -2,157.7% | +53.9% |
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