+59.4%
RBLX vs ECHO
+416.0%
-356.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | +5.1% | +3.7% | +1.3% | +4.6% |
| 30D | +28.0% | +0.7% | +27.3% | +27.9% |
| 3M | +4.6% | -27.3% | +31.9% | +8.0% |
| 6M | -24.7% | -17.0% | -7.7% | -23.4% |
| YTD | -43.8% | -14.3% | -29.5% | -43.2% |
| 1Y | -65.8% | +20.9% | -86.7% | -66.6% |
| 3Y | +59.4% | +423.0% | -363.6% | +20.2% |
| All | +59.4% | +416.0% | -356.6% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling