+240.0%
ECHO vs ROST
+4,273.8%
-4,033.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +3.4% | +0.9% | +2.5% | +3.1% |
| 30D | +2.4% | -8.9% | +11.3% | +5.5% |
| 3M | -28.0% | -0.8% | -27.1% | -28.1% |
| 6M | -21.2% | +8.5% | -29.7% | -24.1% |
| YTD | -17.4% | +28.6% | -46.0% | -25.1% |
| 1Y | +33.6% | +52.3% | -18.7% | +14.1% |
| 3Y | +419.7% | +94.8% | +324.8% | +305.4% |
| 5Y | +241.7% | +110.8% | +130.9% | +151.3% |
| 10Y | +180.8% | +304.5% | -123.8% | +59.5% |
| All | +240.0% | +4,273.8% | -4,033.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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