+417.8%
ECHO vs RIG
-28.9%
+446.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.6% | +4.3% |
| 7D | +8.6% | -2.7% | +11.3% | +9.0% |
| 30D | +3.8% | +9.5% | -5.8% | +1.9% |
| 3M | -19.9% | -6.6% | -13.2% | -19.3% |
| 6M | -12.1% | -2.9% | -9.2% | -12.3% |
| YTD | -14.1% | +39.5% | -53.5% | -20.2% |
| 1Y | +15.9% | +82.3% | -66.4% | +1.0% |
| 3Y | +417.8% | -29.6% | +447.4% | +493.9% |
| All | +417.8% | -28.9% | +446.7% | +493.9% |
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