+188.4%
ECHO vs RIO
+604.6%
-416.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +2.3% |
| 7D | +2.3% | -3.4% | +5.6% | +3.7% |
| 30D | +4.4% | +0.6% | +3.8% | +4.0% |
| 3M | -20.3% | +2.5% | -22.8% | -21.2% |
| 6M | -15.3% | +10.8% | -26.1% | -19.0% |
| YTD | -15.5% | +30.5% | -46.0% | -24.6% |
| 1Y | +15.0% | +68.1% | -53.2% | -7.5% |
| 3Y | +409.1% | +94.0% | +315.1% | +283.0% |
| 5Y | +260.6% | +92.0% | +168.6% | +163.5% |
| All | +188.4% | +604.6% | -416.2% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling