+412.7%
ECHO vs RNG
+122.1%
+290.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.1% |
| 7D | +5.3% | -4.1% | +9.4% | +5.9% |
| 30D | +2.4% | +8.6% | -6.2% | +1.1% |
| 3M | -21.8% | +78.0% | -99.8% | -28.8% |
| 6M | -16.9% | +67.0% | -84.0% | -24.4% |
| YTD | -16.0% | +142.4% | -158.4% | -31.9% |
| 1Y | +9.3% | +120.4% | -111.2% | -9.3% |
| All | +412.7% | +122.1% | +290.7% | +277.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling