+919.8%
RCL vs ECHO
+256.8%
+663.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.9% | -3.9% | +0.5% |
| 7D | +5.0% | +3.0% | +1.9% | +3.5% |
| 30D | +19.4% | +6.7% | +12.7% | +15.8% |
| 3M | +5.9% | +12.4% | -6.5% | +0.5% |
| 6M | +23.8% | -20.4% | +44.2% | +31.1% |
| YTD | +22.8% | -6.9% | +29.7% | +19.1% |
| 1Y | +34.3% | +37.7% | -3.4% | +10.9% |
| 3Y | +276.4% | +902.9% | -626.4% | -24.7% |
| 5Y | +281.6% | +275.3% | +6.2% | +27.0% |
| 10Y | +379.0% | +159.0% | +220.0% | +105.5% |
| All | +919.8% | +256.8% | +663.1% | +147.3% |
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