+259.3%
ECHO vs ROP
-14.2%
+273.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.9% | +4.8% |
| 7D | +8.6% | -5.4% | +14.0% | +10.2% |
| 30D | +3.8% | -1.6% | +5.4% | +4.1% |
| 3M | -19.9% | +18.8% | -38.7% | -25.0% |
| 6M | -12.1% | +8.2% | -20.3% | -15.0% |
| YTD | -14.1% | -10.5% | -3.6% | -10.0% |
| 1Y | +15.9% | -23.7% | +39.6% | +31.3% |
| 3Y | +417.8% | -17.9% | +435.7% | +465.1% |
| 5Y | +259.3% | -15.3% | +274.7% | +260.4% |
| All | +259.3% | -14.2% | +273.5% | +260.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling