+926.7%
ECHO vs RNG
+179.0%
+747.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +5.7% | +4.6% | +1.1% | +5.1% |
| 30D | +13.8% | +0.4% | +13.4% | +13.7% |
| 3M | +9.1% | +11.4% | -2.3% | +7.4% |
| 6M | -24.9% | +95.7% | -120.6% | -32.1% |
| YTD | -8.0% | +162.9% | -170.9% | -25.2% |
| 1Y | +42.9% | +180.3% | -137.4% | +14.1% |
| 3Y | +926.7% | +188.3% | +738.3% | +656.7% |
| All | +926.7% | +179.0% | +747.7% | +656.7% |
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