+15.9%
ECHO vs RL
+11.4%
+4.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.2% | +4.1% |
| 7D | +8.6% | +1.9% | +6.7% | +8.4% |
| 30D | +3.8% | -12.2% | +16.0% | +4.5% |
| 3M | -19.9% | -6.6% | -13.2% | -19.7% |
| 6M | -12.1% | +3.2% | -15.2% | -12.2% |
| YTD | -14.1% | -1.3% | -12.8% | -14.4% |
| 1Y | +15.9% | +13.6% | +2.3% | +12.1% |
| All | +15.9% | +11.4% | +4.5% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling