+283.1%
ECHO vs RL
+751.5%
-468.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.8% | +1.1% | +5.1% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +6.7% | +7.3% | -0.6% | +4.3% |
| 3M | +12.4% | +1.0% | +11.3% | +11.7% |
| 6M | -20.4% | +11.8% | -32.2% | -24.5% |
| YTD | -6.9% | +13.6% | -20.5% | -12.7% |
| 1Y | +37.7% | +24.0% | +13.7% | +25.3% |
| 3Y | +902.9% | +256.6% | +646.3% | +547.3% |
| 5Y | +275.3% | +240.2% | +35.1% | +139.2% |
| 10Y | +159.0% | +373.0% | -213.9% | +37.4% |
| All | +283.1% | +751.5% | -468.4% | +50.0% |
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