+283.1%
ECHO vs RRC
+4.3%
+278.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.7% | +6.9% |
| 7D | +3.0% | -10.3% | +13.3% | +4.9% |
| 30D | +6.7% | +19.5% | -12.8% | +3.1% |
| 3M | +12.4% | +27.9% | -15.5% | +7.1% |
| 6M | -20.4% | +21.2% | -41.6% | -23.6% |
| YTD | -6.9% | +39.6% | -46.5% | -13.2% |
| 1Y | +37.7% | +31.3% | +6.4% | +29.5% |
| 3Y | +902.9% | +51.9% | +850.9% | +812.6% |
| 5Y | +275.3% | +110.2% | +165.2% | +212.3% |
| 10Y | +159.0% | +56.7% | +102.4% | +100.3% |
| All | +283.1% | +4.3% | +278.8% | +148.7% |
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