+240.0%
ECHO vs ROL
+1,138.5%
-898.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +3.4% | -1.4% | +4.8% | +3.9% |
| 30D | +2.4% | -4.1% | +6.4% | +3.7% |
| 3M | -28.0% | -22.5% | -5.4% | -22.2% |
| 6M | -21.2% | -37.7% | +16.4% | -8.9% |
| YTD | -17.4% | -39.6% | +22.2% | -3.7% |
| 1Y | +33.6% | -36.0% | +69.6% | +52.2% |
| 3Y | +419.7% | -5.1% | +424.8% | +411.7% |
| 5Y | +241.7% | -3.4% | +245.1% | +226.9% |
| 10Y | +180.8% | +215.2% | -34.5% | +61.0% |
| All | +240.0% | +1,138.5% | -898.5% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling