+159.8%
ECHO vs ROP
+185.1%
-25.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +2.2% | +0.2% | +2.0% | +1.9% |
| 30D | +9.8% | +30.3% | -20.5% | -0.9% |
| 3M | +16.8% | +17.8% | -0.9% | +9.1% |
| 6M | -18.1% | +38.9% | -57.0% | -29.3% |
| YTD | -4.2% | +7.6% | -11.8% | -8.3% |
| 1Y | +41.2% | +6.5% | +34.7% | +35.6% |
| 3Y | +943.7% | -6.3% | +950.0% | +960.9% |
| 5Y | +277.5% | +0.9% | +276.6% | +265.6% |
| 10Y | +159.8% | +180.7% | -21.0% | +75.5% |
| All | +159.8% | +185.1% | -25.3% | +75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling