+144.9%
ECHO vs ROP
+185.2%
-40.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +5.7% | +0.7% | +5.0% | +5.4% |
| 30D | +13.8% | +28.8% | -15.0% | +3.2% |
| 3M | +9.1% | +21.1% | -12.0% | +0.8% |
| 6M | -24.9% | +52.5% | -77.5% | -37.6% |
| YTD | -8.0% | +8.9% | -16.9% | -12.4% |
| 1Y | +42.9% | +8.2% | +34.7% | +36.4% |
| 3Y | +926.7% | -5.2% | +931.9% | +939.3% |
| 5Y | +230.4% | +1.7% | +228.6% | +219.3% |
| All | +144.9% | +185.2% | -40.3% | +63.2% |
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