+890.1%
RCL vs ECHO
+233.6%
+656.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.9% | -0.5% |
| 7D | +6.5% | -2.4% | +8.9% | +7.1% |
| 30D | +15.9% | -3.1% | +19.0% | +16.4% |
| 3M | +2.7% | +8.7% | -6.1% | -1.4% |
| 6M | +15.2% | -24.8% | +40.0% | +24.5% |
| YTD | +19.2% | -13.0% | +32.2% | +18.6% |
| 1Y | +31.6% | +33.9% | -2.3% | +9.8% |
| 3Y | +274.2% | +791.8% | -517.6% | -20.8% |
| 5Y | +250.1% | +261.7% | -11.6% | +16.8% |
| 10Y | +388.4% | +157.3% | +231.1% | +106.4% |
| All | +890.1% | +233.6% | +656.5% | +146.1% |
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