+34.2%
ECHO vs RNG
+179.4%
-145.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.3% |
| 7D | +4.6% | -9.6% | +14.1% | +4.2% |
| 30D | +0.4% | -1.4% | +1.8% | +0.4% |
| 3M | +7.7% | +28.8% | -21.1% | +9.2% |
| 6M | -18.0% | +65.6% | -83.6% | -15.3% |
| YTD | -9.3% | +171.4% | -180.7% | -6.5% |
| 1Y | +34.2% | +185.3% | -151.1% | +40.0% |
| All | +34.2% | +179.4% | -145.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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