+191.3%
ECHO vs ROP
+132.1%
+59.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.7% |
| 7D | +5.3% | -6.1% | +11.5% | +7.8% |
| 30D | +2.4% | -3.4% | +5.8% | +3.6% |
| 3M | -21.8% | +16.7% | -38.5% | -27.4% |
| 6M | -16.9% | +8.1% | -25.0% | -20.9% |
| YTD | -16.0% | -11.7% | -4.3% | -13.0% |
| 1Y | +9.3% | -24.2% | +33.5% | +21.5% |
| 3Y | +406.2% | -19.0% | +425.2% | +444.1% |
| 5Y | +251.0% | -15.9% | +266.8% | +264.6% |
| 10Y | +191.3% | +135.7% | +55.6% | +91.3% |
| All | +191.3% | +132.1% | +59.1% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ROP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling