+188.0%
ECHO vs RPRX
+66.6%
+121.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.4% | +5.1% | -1.7% | +2.0% |
| 30D | +2.4% | +11.2% | -8.8% | -0.5% |
| 3M | -28.0% | +16.7% | -44.7% | -31.0% |
| 6M | -21.2% | +36.0% | -57.2% | -27.6% |
| YTD | -17.4% | +67.8% | -85.2% | -28.1% |
| 1Y | +33.6% | +76.7% | -43.1% | +14.1% |
| 3Y | +419.7% | +128.1% | +291.6% | +310.8% |
| 5Y | +241.7% | +82.9% | +158.8% | +183.9% |
| All | +188.0% | +66.6% | +121.4% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling