+240.0%
ECHO vs RY
+735.1%
-495.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +3.4% | +3.1% | +0.3% | +1.6% |
| 30D | +2.4% | -0.3% | +2.7% | +2.6% |
| 3M | -28.0% | +8.7% | -36.6% | -31.3% |
| 6M | -21.2% | +28.5% | -49.8% | -31.8% |
| YTD | -17.4% | +25.1% | -42.5% | -27.5% |
| 1Y | +33.6% | +46.3% | -12.7% | +7.4% |
| 3Y | +419.7% | +154.9% | +264.7% | +209.0% |
| 5Y | +241.7% | +140.3% | +101.4% | +109.3% |
| 10Y | +180.8% | +377.0% | -196.3% | +21.8% |
| All | +240.0% | +735.1% | -495.1% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling