+424.5%
ECHO vs RMBS
+55.2%
+369.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.4% | +3.7% |
| 7D | +8.6% | +3.0% | +5.6% | +7.9% |
| 30D | +3.8% | -14.4% | +18.2% | +7.1% |
| 3M | -19.9% | -42.8% | +23.0% | -10.9% |
| 6M | -12.1% | -1.4% | -10.7% | -16.5% |
| YTD | -14.1% | -5.4% | -8.6% | -18.6% |
| 1Y | +15.9% | +18.6% | -2.7% | +0.3% |
| All | +424.5% | +55.2% | +369.4% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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