+274.2%
RCL vs ECHO
+621.2%
-347.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.9% | +0.8% |
| 7D | +6.5% | -2.4% | +8.9% | +6.7% |
| 30D | +15.9% | -3.1% | +19.0% | +16.1% |
| 3M | +2.7% | +8.7% | -6.1% | +1.6% |
| 6M | +15.2% | -24.8% | +40.0% | +17.9% |
| YTD | +19.2% | -13.0% | +32.2% | +19.4% |
| 1Y | +31.6% | +33.9% | -2.3% | +25.8% |
| 3Y | +274.2% | +791.8% | -517.6% | +173.7% |
| All | +274.2% | +621.2% | -347.0% | +173.7% |
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 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