+943.7%
ECHO vs RMD
+68.3%
+875.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +2.2% | +3.1% | -0.9% | +1.8% |
| 30D | +9.8% | +1.8% | +8.1% | +9.4% |
| 3M | +16.8% | +6.7% | +10.1% | +15.4% |
| 6M | -18.1% | +13.9% | -32.0% | -20.2% |
| YTD | -4.2% | -2.0% | -2.2% | -4.1% |
| 1Y | +41.2% | -5.4% | +46.6% | +42.1% |
| 3Y | +943.7% | +67.4% | +876.3% | +867.1% |
| All | +943.7% | +68.3% | +875.4% | +867.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling