+240.0%
ECHO vs RL
+648.3%
-408.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.6% |
| 7D | +3.4% | -0.8% | +4.2% | +3.7% |
| 30D | +2.4% | -7.8% | +10.1% | +4.9% |
| 3M | -28.0% | -4.0% | -24.0% | -27.4% |
| 6M | -21.2% | -1.9% | -19.4% | -22.1% |
| YTD | -17.4% | -0.2% | -17.2% | -19.1% |
| 1Y | +33.6% | +10.7% | +22.9% | +26.0% |
| 3Y | +419.7% | +210.8% | +208.9% | +251.8% |
| 5Y | +241.7% | +238.2% | +3.5% | +118.2% |
| 10Y | +180.8% | +313.4% | -132.6% | +55.7% |
| All | +240.0% | +648.3% | -408.2% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling