+15.0%
ECHO vs RJF
+6.3%
+8.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +2.3% | -4.2% | +6.5% | +3.1% |
| 30D | +4.4% | -3.6% | +8.0% | +5.1% |
| 3M | -20.3% | +15.6% | -35.9% | -22.5% |
| 6M | -15.3% | +17.6% | -32.9% | -18.1% |
| YTD | -15.5% | +9.2% | -24.7% | -16.3% |
| 1Y | +15.0% | +5.5% | +9.5% | +12.6% |
| All | +15.0% | +6.3% | +8.7% | +12.6% |
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