+262.5%
ECHO vs RY
+122.0%
+140.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +6.3% |
| 7D | -2.4% | -0.9% | -1.5% | -1.7% |
| 30D | -3.1% | +5.9% | -9.0% | -7.9% |
| 3M | +8.7% | -4.3% | +13.0% | +12.9% |
| 6M | -24.8% | +12.1% | -36.9% | -32.3% |
| YTD | -13.0% | +20.3% | -33.2% | -26.5% |
| 1Y | +33.9% | +41.0% | -7.1% | -1.9% |
| 3Y | +791.8% | +157.5% | +634.3% | +298.1% |
| All | +262.5% | +122.0% | +140.5% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling