+350.2%
RCL vs ECHO
+193.6%
+156.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.3% |
| 7D | -0.5% | +8.6% | -9.0% | -2.7% |
| 30D | -17.3% | +3.8% | -21.1% | -18.2% |
| 3M | -2.8% | -19.9% | +17.1% | +2.4% |
| 6M | -4.4% | -12.1% | +7.7% | -2.7% |
| YTD | -4.2% | -14.1% | +9.9% | -3.5% |
| 1Y | -23.4% | +15.9% | -39.2% | -29.8% |
| 3Y | +179.4% | +417.8% | -238.5% | +8.4% |
| 5Y | +238.8% | +259.3% | -20.6% | +58.3% |
| 10Y | +350.2% | +192.7% | +157.5% | +184.5% |
| All | +350.2% | +193.6% | +156.6% | +184.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling