+191.3%
ECHO vs RRC
+4.5%
+186.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | +5.3% | -1.7% | +7.1% | +5.6% |
| 30D | +2.4% | +3.6% | -1.2% | +1.9% |
| 3M | -21.8% | +8.8% | -30.6% | -22.9% |
| 6M | -16.9% | +0.8% | -17.7% | -17.4% |
| YTD | -16.0% | +19.0% | -35.0% | -18.6% |
| 1Y | +9.3% | +22.9% | -13.6% | +5.1% |
| 3Y | +406.2% | +32.3% | +373.9% | +381.6% |
| 5Y | +251.0% | +151.6% | +99.4% | +200.4% |
| 10Y | +191.3% | +5.5% | +185.7% | +139.4% |
| All | +191.3% | +4.5% | +186.7% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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