+926.7%
ECHO vs RL
+250.5%
+676.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +5.7% | +2.6% | +3.1% | +4.6% |
| 30D | +13.8% | +2.9% | +10.9% | +12.5% |
| 3M | +9.1% | 0.0% | +9.1% | +8.9% |
| 6M | -24.9% | +17.1% | -42.0% | -31.4% |
| YTD | -8.0% | +10.1% | -18.1% | -14.6% |
| 1Y | +42.9% | +17.3% | +25.6% | +27.7% |
| 3Y | +926.7% | +249.3% | +677.4% | +397.3% |
| All | +926.7% | +250.5% | +676.1% | +397.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling