+165.6%
ECHO vs RNG
+309.1%
-143.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.4% | +4.6% |
| 7D | +8.6% | -0.8% | +9.4% | +8.6% |
| 30D | +3.8% | +11.4% | -7.6% | +2.3% |
| 3M | -19.9% | +72.1% | -92.0% | -25.8% |
| 6M | -12.1% | +67.9% | -80.0% | -19.1% |
| YTD | -14.1% | +144.3% | -158.4% | -25.9% |
| 1Y | +15.9% | +117.5% | -101.7% | +1.3% |
| 3Y | +417.8% | +123.9% | +294.0% | +342.1% |
| 5Y | +259.3% | -70.1% | +329.4% | +260.1% |
| 10Y | +192.7% | +215.9% | -23.1% | +92.5% |
| All | +165.6% | +309.1% | -143.5% | +67.6% |
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