-24.9%
ECHO vs RIG
-16.1%
-8.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +13.3% |
| 3M | +9.1% | -3.1% | +12.2% | +8.2% |
| 6M | -24.9% | -16.3% | -8.6% | -20.7% |
| All | -24.9% | -16.1% | -8.9% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling