+258.3%
ECHO vs RY
+702.7%
-444.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | +0.1% | -1.7% |
| 7D | -2.4% | -0.9% | -1.5% | -2.0% |
| 30D | -3.1% | +5.9% | -9.0% | -6.3% |
| 3M | +8.7% | -4.3% | +13.0% | +11.4% |
| 6M | -24.8% | +12.1% | -36.9% | -29.7% |
| YTD | -13.0% | +20.3% | -33.2% | -21.9% |
| 1Y | +33.9% | +41.0% | -7.1% | +9.8% |
| 3Y | +791.8% | +157.5% | +634.3% | +426.4% |
| 5Y | +261.7% | +123.2% | +138.5% | +130.7% |
| 10Y | +157.3% | +365.7% | -208.4% | +13.3% |
| All | +258.3% | +702.7% | -444.4% | +13.8% |
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