+259.3%
ECHO vs RRC
+153.5%
+105.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +8.6% | -1.2% | +9.8% | +8.8% |
| 30D | +3.8% | +9.4% | -5.7% | +2.0% |
| 3M | -19.9% | +7.4% | -27.3% | -21.2% |
| 6M | -12.1% | +1.5% | -13.5% | -12.8% |
| YTD | -14.1% | +19.4% | -33.5% | -17.6% |
| 1Y | +15.9% | +24.2% | -8.4% | +9.7% |
| 3Y | +417.8% | +32.8% | +385.1% | +386.0% |
| 5Y | +259.3% | +152.9% | +106.4% | +237.4% |
| All | +259.3% | +153.5% | +105.8% | +237.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling