+926.7%
ECHO vs RIO
+51.7%
+875.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +5.7% | -0.9% | +6.6% | +6.2% |
| 30D | +13.8% | -9.1% | +22.9% | +19.0% |
| 3M | +9.1% | -13.7% | +22.7% | +16.6% |
| 6M | -24.9% | -24.3% | -0.6% | -15.2% |
| YTD | -8.0% | +8.9% | -16.9% | -12.2% |
| 1Y | +42.9% | +22.7% | +20.2% | +28.7% |
| 3Y | +926.7% | +51.2% | +875.5% | +657.3% |
| All | +926.7% | +51.7% | +875.0% | +657.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling