+159.0%
ECHO vs ROL
+222.1%
-63.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.1% | +4.9% | +6.5% |
| 7D | +3.0% | +7.5% | -4.5% | +1.4% |
| 30D | +6.7% | +21.1% | -14.4% | +2.1% |
| 3M | +12.4% | +3.1% | +9.2% | +11.3% |
| 6M | -20.4% | -27.4% | +7.0% | -14.7% |
| YTD | -6.9% | -34.7% | +27.8% | +2.0% |
| 1Y | +37.7% | -32.9% | +70.7% | +49.8% |
| 3Y | +902.9% | +6.1% | +896.7% | +863.1% |
| 5Y | +275.3% | +16.3% | +259.0% | +248.3% |
| 10Y | +159.0% | +214.9% | -55.9% | +75.0% |
| All | +159.0% | +222.1% | -63.1% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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