-35.5%
RBLX vs ECHO
+254.4%
-289.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +2.9% |
| 7D | +10.2% | +8.6% | +1.6% | +8.8% |
| 30D | +18.6% | +3.8% | +14.8% | +17.9% |
| 3M | +6.0% | -19.9% | +25.9% | +9.4% |
| 6M | -29.5% | -12.1% | -17.4% | -28.4% |
| YTD | -44.7% | -14.1% | -30.6% | -43.9% |
| 1Y | -65.1% | +15.9% | -81.0% | -66.3% |
| 3Y | +54.5% | +417.8% | -363.4% | +1.5% |
| 5Y | -46.3% | +259.3% | -305.6% | -60.6% |
| All | -35.5% | +254.4% | -289.9% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling