-66.6%
RBLX vs ECHO
+40.1%
-106.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +12.4% | +3.4% | +9.0% | +11.6% |
| 30D | +19.7% | +2.4% | +17.3% | +19.0% |
| 3M | -0.1% | -28.0% | +27.9% | +5.6% |
| 6M | -35.7% | -21.2% | -14.5% | -33.5% |
| YTD | -46.6% | -17.4% | -29.2% | -45.3% |
| 1Y | -66.6% | +33.6% | -100.2% | -67.6% |
| All | -66.6% | +40.1% | -106.8% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 1y: compounded portfolio wealth divided by compounded ECHO 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…
1y analysis · Full analysis span regression · 6 months rolling