+184.3%
ECHO vs RNG
+340.1%
-155.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.7% |
| YTD | -8.0% | +162.9% | -170.9% | -21.5% |
| 1Y | +42.9% | +180.3% | -137.4% | +20.8% |
| 3Y | +926.7% | +188.3% | +738.3% | +750.8% |
| 5Y | +230.4% | -72.5% | +302.9% | +234.0% |
| 10Y | +145.9% | +236.7% | -90.8% | +60.5% |
| All | +184.3% | +340.1% | -155.8% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling