+251.0%
ECHO vs RIG
+64.1%
+186.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.1% |
| 7D | +5.3% | -8.2% | +13.5% | +6.6% |
| 30D | +2.4% | -0.2% | +2.6% | +2.4% |
| 3M | -21.8% | -2.7% | -19.1% | -21.8% |
| 6M | -16.9% | -7.5% | -9.5% | -16.6% |
| YTD | -16.0% | +38.3% | -54.2% | -20.7% |
| 1Y | +9.3% | +81.8% | -72.6% | -1.8% |
| 3Y | +406.2% | -30.2% | +436.4% | +404.8% |
| 5Y | +251.0% | +59.9% | +191.0% | +195.1% |
| All | +251.0% | +64.1% | +186.9% | +195.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling