+331.9%
RCL vs ECHO
+144.4%
+187.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.1% |
| 7D | -1.2% | +5.7% | -6.9% | -2.7% |
| 30D | +17.8% | +13.8% | +4.0% | +13.3% |
| 3M | +4.9% | +9.1% | -4.1% | +1.9% |
| 6M | +23.7% | -24.9% | +48.7% | +31.4% |
| YTD | +17.8% | -8.0% | +25.8% | +15.9% |
| 1Y | +28.9% | +42.9% | -14.0% | +11.0% |
| 3Y | +241.9% | +926.7% | -684.8% | -6.3% |
| 5Y | +295.4% | +230.4% | +65.0% | +107.3% |
| All | +331.9% | +144.4% | +187.6% | +171.2% |
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 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