+262.5%
ECHO vs RL
+226.8%
+35.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +5.7% |
| 7D | -2.4% | -4.2% | +1.8% | -0.8% |
| 30D | -3.1% | +4.3% | -7.4% | -4.8% |
| 3M | +8.7% | -4.6% | +13.3% | +10.3% |
| 6M | -24.8% | +1.7% | -26.5% | -26.6% |
| YTD | -13.0% | +7.3% | -20.3% | -17.8% |
| 1Y | +33.9% | +20.8% | +13.1% | +19.7% |
| 3Y | +791.8% | +247.0% | +544.8% | +426.8% |
| All | +262.5% | +226.8% | +35.7% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling