+791.8%
ECHO vs ROL
+3.8%
+788.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +5.4% |
| 7D | -2.4% | +9.5% | -11.9% | -3.4% |
| 30D | -3.1% | +22.9% | -26.1% | -5.6% |
| 3M | +8.7% | +3.5% | +5.2% | +8.8% |
| 6M | -24.8% | -29.4% | +4.6% | -19.6% |
| YTD | -13.0% | -36.1% | +23.1% | -5.5% |
| 1Y | +33.9% | -34.4% | +68.3% | +44.3% |
| 3Y | +791.8% | +4.0% | +787.8% | +752.6% |
| All | +791.8% | +3.8% | +788.0% | +752.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling