+34.2%
ECHO vs RMD
-1.9%
+36.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.9% | -9.2% | -3.5% |
| 7D | +4.6% | -3.9% | +8.4% | +5.0% |
| 30D | +0.4% | +7.9% | -7.5% | -0.3% |
| 3M | +7.7% | +8.1% | -0.4% | +6.7% |
| 6M | -18.0% | +15.5% | -33.6% | -19.2% |
| YTD | -9.3% | +0.7% | -9.9% | -7.4% |
| 1Y | +34.2% | -1.4% | +35.6% | +36.6% |
| All | +34.2% | -1.9% | +36.1% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling