+159.8%
ECHO vs RL
+369.1%
-209.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.7% | +2.8% |
| 7D | +2.2% | +1.3% | +0.9% | +1.8% |
| 30D | +9.8% | +7.6% | +2.2% | +7.1% |
| 3M | +16.8% | -1.5% | +18.3% | +17.2% |
| 6M | -18.1% | +12.1% | -30.2% | -22.5% |
| YTD | -4.2% | +13.9% | -18.1% | -10.5% |
| 1Y | +41.2% | +20.7% | +20.6% | +29.0% |
| 3Y | +943.7% | +260.6% | +683.1% | +555.9% |
| 5Y | +277.5% | +248.9% | +28.7% | +133.3% |
| 10Y | +159.8% | +355.9% | -196.1% | +39.6% |
| All | +159.8% | +369.1% | -209.3% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling