+240.0%
ECHO vs RIO
+228.3%
+11.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +2.4% | +4.0% | -1.6% | +1.1% |
| 3M | -28.0% | +0.1% | -28.1% | -28.0% |
| 6M | -21.2% | +12.7% | -34.0% | -24.0% |
| YTD | -17.4% | +35.6% | -52.9% | -24.7% |
| 1Y | +33.6% | +73.7% | -40.1% | +13.1% |
| 3Y | +419.7% | +93.3% | +326.4% | +325.1% |
| 5Y | +241.7% | +92.4% | +149.3% | +174.0% |
| 10Y | +180.8% | +606.9% | -426.2% | +56.3% |
| All | +240.0% | +228.3% | +11.7% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling