+260.6%
ECHO vs RRX
+14.8%
+245.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.3% |
| 7D | +2.3% | -3.7% | +6.0% | +3.7% |
| 30D | +4.4% | -9.3% | +13.7% | +8.1% |
| 3M | -20.3% | -21.8% | +1.5% | -13.8% |
| 6M | -15.3% | -22.0% | +6.7% | -9.8% |
| YTD | -15.5% | +11.9% | -27.4% | -23.0% |
| 1Y | +15.0% | +11.6% | +3.4% | +4.2% |
| 3Y | +409.1% | +2.2% | +407.0% | +356.1% |
| 5Y | +260.6% | +14.9% | +245.8% | +210.7% |
| All | +260.6% | +14.8% | +245.9% | +210.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling