+34.2%
ECHO vs RRX
+30.0%
+4.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.4% | -2.1% |
| 7D | +4.6% | +7.6% | -3.0% | +2.1% |
| 30D | +0.4% | +7.5% | -7.1% | -1.8% |
| 3M | +7.7% | -21.0% | +28.7% | +13.8% |
| 6M | -18.0% | -18.1% | 0.0% | -14.8% |
| YTD | -9.3% | +24.3% | -33.6% | -19.9% |
| 1Y | +34.2% | +29.3% | +4.9% | +18.7% |
| All | +34.2% | +30.0% | +4.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling