+251.0%
ECHO vs RIO
+101.7%
+149.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | +5.3% | +1.0% | +4.4% | +5.0% |
| 30D | +2.4% | +4.0% | -1.6% | +0.8% |
| 3M | -21.8% | +4.5% | -26.3% | -23.2% |
| 6M | -16.9% | +17.3% | -34.3% | -21.9% |
| YTD | -16.0% | +36.2% | -52.2% | -25.4% |
| 1Y | +9.3% | +76.1% | -66.9% | -11.8% |
| 3Y | +406.2% | +102.5% | +303.7% | +284.9% |
| 5Y | +251.0% | +103.5% | +147.4% | +152.1% |
| All | +251.0% | +101.7% | +149.3% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling