+192.5%
ECHO vs RRX
+228.4%
-35.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | -0.1% |
| 7D | +3.7% | -0.3% | +4.1% | +3.8% |
| 30D | +0.7% | -6.1% | +6.8% | +3.2% |
| 3M | -27.3% | -23.1% | -4.3% | -20.2% |
| 6M | -17.0% | -19.5% | +2.6% | -12.1% |
| YTD | -14.3% | +16.1% | -30.4% | -23.7% |
| 1Y | +20.9% | +12.9% | +8.0% | +8.1% |
| 3Y | +423.0% | +7.9% | +415.0% | +355.7% |
| 5Y | +265.7% | +19.1% | +246.6% | +192.1% |
| All | +192.5% | +228.4% | -35.9% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling