+407.1%
ECHO vs RY
+154.9%
+252.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.7% |
| 7D | +3.4% | +3.1% | +0.3% | +0.3% |
| 30D | +2.4% | -0.3% | +2.7% | +2.7% |
| 3M | -28.0% | +8.7% | -36.6% | -33.9% |
| 6M | -21.2% | +28.5% | -49.8% | -39.2% |
| YTD | -17.4% | +25.1% | -42.5% | -34.7% |
| 1Y | +33.6% | +46.3% | -12.7% | -10.6% |
| All | +407.1% | +154.9% | +252.2% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling