+9.3%
ECHO vs ROP
-24.5%
+33.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.5% |
| 7D | +5.3% | -6.1% | +11.5% | +4.0% |
| 30D | +2.4% | -3.4% | +5.8% | +1.9% |
| 3M | -21.8% | +16.7% | -38.5% | -19.5% |
| 6M | -16.9% | +8.1% | -25.0% | -14.7% |
| YTD | -16.0% | -11.7% | -4.3% | -12.1% |
| 1Y | +9.3% | -24.2% | +33.5% | +17.6% |
| All | +9.3% | -24.5% | +33.8% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling