+101.8%
ECHO vs ROKU
+883.2%
-781.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +8.6% | -0.1% | +8.7% | +8.6% |
| 30D | +3.8% | +1.5% | +2.3% | +3.6% |
| 3M | -19.9% | +25.7% | -45.6% | -22.1% |
| 6M | -12.1% | +54.5% | -66.5% | -16.3% |
| YTD | -14.1% | +43.2% | -57.2% | -17.7% |
| 1Y | +15.9% | +56.3% | -40.4% | +9.9% |
| 3Y | +417.8% | +86.1% | +331.7% | +374.2% |
| 5Y | +259.3% | -53.6% | +312.9% | +235.4% |
| All | +101.8% | +883.2% | -781.4% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling