+101.2%
ECHO vs ROKU
+880.6%
-779.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +3.7% | -0.4% | +4.1% | +3.8% |
| 30D | +0.7% | +2.1% | -1.4% | +0.5% |
| 3M | -27.3% | +29.5% | -56.8% | -29.5% |
| 6M | -17.0% | +53.8% | -70.8% | -21.0% |
| YTD | -14.3% | +42.8% | -57.1% | -17.9% |
| 1Y | +20.9% | +60.7% | -39.8% | +14.3% |
| 3Y | +423.0% | +83.9% | +339.1% | +379.3% |
| 5Y | +265.7% | -52.8% | +318.5% | +241.3% |
| All | +101.2% | +880.6% | -779.4% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 10y: compounded portfolio wealth divided by compounded ROKU 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…
10y analysis · Full analysis span regression · 6 months rolling