+188.4%
ECHO vs RIG
-40.1%
+228.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +2.3% | -4.2% | +6.4% | +2.9% |
| 30D | +4.4% | -0.7% | +5.1% | +4.4% |
| 3M | -20.3% | -4.0% | -16.3% | -20.1% |
| 6M | -15.3% | -6.3% | -9.0% | -15.2% |
| YTD | -15.5% | +39.7% | -55.2% | -20.0% |
| 1Y | +15.0% | +78.1% | -63.1% | +4.7% |
| 3Y | +409.1% | -29.5% | +438.6% | +408.7% |
| 5Y | +260.6% | +65.3% | +195.3% | +206.2% |
| All | +188.4% | -40.1% | +228.5% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling