+287.0%
ECHO vs ROL
+1,235.6%
-948.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.6% | +0.8% | +2.9% | +3.3% |
| 30D | +7.5% | +20.6% | -13.1% | +0.9% |
| 3M | +16.2% | +4.5% | +11.7% | +13.7% |
| 6M | -20.9% | -26.5% | +5.7% | -13.6% |
| YTD | -6.0% | -34.8% | +28.9% | +6.3% |
| 1Y | +43.4% | -33.2% | +76.6% | +60.5% |
| 3Y | +924.0% | +4.5% | +919.6% | +872.6% |
| 5Y | +249.6% | +15.5% | +234.1% | +214.6% |
| 10Y | +151.3% | +217.2% | -66.0% | +43.9% |
| All | +287.0% | +1,235.6% | -948.6% | +25.1% |
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