+926.7%
ECHO vs RIG
-16.1%
+942.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.3% |
| 7D | +5.7% | +5.7% | 0.0% | +4.8% |
| 30D | +13.8% | -0.7% | +14.5% | +13.7% |
| 3M | +9.1% | -3.1% | +12.2% | +9.0% |
| 6M | -24.9% | -16.3% | -8.6% | -23.5% |
| YTD | -8.0% | +34.1% | -42.1% | -13.5% |
| 1Y | +42.9% | +38.2% | +4.7% | +33.5% |
| 3Y | +926.7% | -15.3% | +942.0% | +946.0% |
| All | +926.7% | -16.1% | +942.8% | +946.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling