+258.3%
ECHO vs ROP
+756.8%
-498.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.2% | +6.5% |
| 7D | -2.4% | +2.1% | -4.5% | -3.5% |
| 30D | -3.1% | +32.9% | -36.1% | -15.1% |
| 3M | +8.7% | +20.3% | -11.6% | -0.9% |
| 6M | -24.8% | +36.8% | -61.5% | -36.1% |
| YTD | -13.0% | +8.1% | -21.1% | -18.7% |
| 1Y | +33.9% | +8.3% | +25.7% | +24.8% |
| 3Y | +791.8% | -3.2% | +795.0% | +772.3% |
| 5Y | +261.7% | +1.7% | +260.0% | +241.5% |
| 10Y | +157.3% | +199.2% | -41.9% | +40.1% |
| All | +258.3% | +756.8% | -498.6% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling