+697.8%
RCL vs ECHO
+216.6%
+481.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | +3.4% | -8.5% | -6.3% |
| 30D | -19.0% | +2.4% | -21.4% | -19.8% |
| 3M | -9.6% | -28.0% | +18.4% | +0.7% |
| 6M | -6.7% | -21.2% | +14.6% | -0.8% |
| YTD | -3.9% | -17.4% | +13.5% | -1.8% |
| 1Y | -25.1% | +33.6% | -58.7% | -37.8% |
| 3Y | +179.1% | +419.7% | -240.6% | -22.4% |
| 5Y | +243.3% | +241.7% | +1.6% | +17.6% |
| 10Y | +325.8% | +180.8% | +145.0% | +68.0% |
| All | +697.8% | +216.6% | +481.2% | +103.9% |
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 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