+198.7%
ECHO vs RPRX
+52.7%
+146.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +3.7% | -8.4% | +12.1% | +6.0% |
| 30D | +0.7% | -0.6% | +1.3% | +0.6% |
| 3M | -27.3% | +6.4% | -33.7% | -28.7% |
| 6M | -17.0% | +26.6% | -43.6% | -22.4% |
| YTD | -14.3% | +53.8% | -68.1% | -23.8% |
| 1Y | +20.9% | +62.8% | -41.9% | +5.4% |
| 3Y | +423.0% | +118.0% | +304.9% | +318.5% |
| 5Y | +265.7% | +71.2% | +194.5% | +209.5% |
| All | +198.7% | +52.7% | +146.0% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling