-22.1%
RCL vs ECHO
+11.8%
-33.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.6% |
| 7D | -0.5% | +8.6% | -9.0% | -1.3% |
| 30D | -17.3% | +3.8% | -21.1% | -17.7% |
| 3M | -2.8% | -19.9% | +17.1% | -0.8% |
| 6M | -4.4% | -12.1% | +7.7% | -2.5% |
| YTD | -4.2% | -14.1% | +9.9% | -6.8% |
| All | -22.1% | +11.8% | -33.9% | -27.9% |
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