+240.0%
ECHO vs RIG
-94.9%
+334.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.5% |
| 7D | +3.4% | +0.9% | +2.5% | +3.2% |
| 30D | +2.4% | +13.8% | -11.5% | +0.1% |
| 3M | -28.0% | -6.4% | -21.6% | -27.5% |
| 6M | -21.2% | -8.2% | -13.1% | -20.8% |
| YTD | -17.4% | +41.6% | -59.0% | -22.9% |
| 1Y | +33.6% | +88.7% | -55.1% | +18.1% |
| 3Y | +419.7% | -30.9% | +450.5% | +421.3% |
| 5Y | +241.7% | +57.7% | +184.0% | +179.2% |
| 10Y | +180.8% | -39.3% | +220.0% | +107.7% |
| All | +240.0% | -94.9% | +334.9% | +262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling