+240.0%
ECHO vs RRC
-10.5%
+250.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +3.4% | +1.3% | +2.1% | +3.2% |
| 30D | +2.4% | +10.1% | -7.8% | +0.6% |
| 3M | -28.0% | +4.0% | -32.0% | -28.7% |
| 6M | -21.2% | +1.6% | -22.8% | -21.9% |
| YTD | -17.4% | +19.7% | -37.1% | -20.5% |
| 1Y | +33.6% | +21.4% | +12.2% | +27.7% |
| 3Y | +419.7% | +29.7% | +390.0% | +389.6% |
| 5Y | +241.7% | +153.9% | +87.8% | +175.5% |
| 10Y | +180.8% | +10.8% | +169.9% | +132.5% |
| All | +240.0% | -10.5% | +250.6% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling