+412.7%
ECHO vs RPRX
+123.5%
+289.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +5.3% | -4.0% | +9.3% | +6.5% |
| 30D | +2.4% | +4.9% | -2.5% | +0.6% |
| 3M | -21.8% | +9.4% | -31.1% | -24.3% |
| 6M | -16.9% | +33.3% | -50.2% | -24.8% |
| YTD | -16.0% | +59.0% | -75.0% | -28.0% |
| 1Y | +9.3% | +69.2% | -59.9% | -9.1% |
| All | +412.7% | +123.5% | +289.3% | +259.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling