+33.6%
ECHO vs RJF
+7.8%
+25.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +3.4% | -0.6% | +4.0% | +3.5% |
| 30D | +2.4% | -1.3% | +3.6% | +2.6% |
| 3M | -28.0% | +18.9% | -46.8% | -30.3% |
| 6M | -21.2% | +15.0% | -36.3% | -22.7% |
| YTD | -17.4% | +12.2% | -29.6% | -18.4% |
| 1Y | +33.6% | +5.6% | +28.0% | +29.9% |
| All | +33.6% | +7.8% | +25.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling