-52.6%
RBLX vs ECHO
+34.5%
-87.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -3.3% | +11.7% | +9.3% |
| 7D | -7.5% | +4.6% | -12.0% | -8.5% |
| 30D | +10.6% | +0.4% | +10.2% | +10.2% |
| 3M | +33.3% | +7.7% | +25.6% | +30.3% |
| 6M | +3.7% | -18.0% | +21.7% | +6.2% |
| YTD | -39.1% | -9.3% | -29.9% | -39.5% |
| 1Y | -52.6% | +34.2% | -86.9% | -57.8% |
| All | -52.6% | +34.5% | -87.2% | -57.8% |
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