+40.9%
ECHO vs ROL
-34.6%
+75.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -4.1% |
| 7D | +9.1% | -1.7% | +10.8% | +9.0% |
| 30D | +7.2% | +18.5% | -11.4% | +8.4% |
| 3M | +6.1% | +4.3% | +1.7% | +7.7% |
| 6M | -24.2% | -27.7% | +3.6% | -22.1% |
| YTD | -9.7% | -35.8% | +26.1% | -7.1% |
| 1Y | +40.9% | -34.1% | +75.0% | +46.4% |
| All | +40.9% | -34.6% | +75.6% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling