+415.7%
ECHO vs ROKU
+82.2%
+333.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +2.3% | -2.6% | +4.9% | +3.1% |
| 30D | +4.4% | +2.1% | +2.3% | +3.7% |
| 3M | -20.3% | +31.8% | -52.1% | -27.7% |
| 6M | -15.3% | +53.3% | -68.6% | -27.0% |
| YTD | -15.5% | +42.1% | -57.6% | -25.8% |
| 1Y | +15.0% | +62.3% | -47.4% | -3.7% |
| All | +415.7% | +82.2% | +333.5% | +256.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling