+259.0%
ECHO vs RPRX
+77.0%
+182.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.3% | +9.3% | +5.8% |
| 7D | +8.6% | -2.8% | +11.4% | +9.4% |
| 30D | +3.8% | +7.2% | -3.4% | +1.1% |
| 3M | -19.9% | +10.9% | -30.8% | -22.9% |
| 6M | -12.1% | +34.6% | -46.6% | -20.9% |
| YTD | -14.1% | +59.0% | -73.0% | -26.9% |
| 1Y | +15.9% | +72.5% | -56.7% | -4.8% |
| 3Y | +417.8% | +124.1% | +293.8% | +282.4% |
| All | +259.0% | +77.0% | +182.1% | +187.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling