+240.0%
ECHO vs ROP
+630.4%
-390.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.6% |
| 7D | +3.4% | -4.4% | +7.8% | +5.4% |
| 30D | +2.4% | +3.2% | -0.9% | +0.8% |
| 3M | -28.0% | +23.1% | -51.0% | -35.1% |
| 6M | -21.2% | +13.3% | -34.6% | -27.0% |
| YTD | -17.4% | -7.9% | -9.5% | -16.5% |
| 1Y | +33.6% | -22.1% | +55.6% | +45.8% |
| 3Y | +419.7% | -16.8% | +436.5% | +448.5% |
| 5Y | +241.7% | -13.5% | +255.2% | +249.0% |
| 10Y | +180.8% | +137.7% | +43.1% | +71.1% |
| All | +240.0% | +630.4% | -390.4% | +11.3% |
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