+652.2%
RGTI vs ECHO
+416.0%
+236.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | +0.5% | +3.7% | -3.3% | -0.2% |
| 30D | -17.1% | +0.7% | -17.8% | -17.1% |
| 3M | -26.0% | -27.3% | +1.3% | -21.5% |
| 6M | -9.9% | -17.0% | +7.1% | -7.1% |
| YTD | -31.1% | -14.3% | -16.7% | -29.1% |
| 1Y | -8.5% | +20.9% | -29.4% | -11.1% |
| 3Y | +652.2% | +423.0% | +229.3% | +360.6% |
| All | +652.2% | +416.0% | +236.2% | +360.6% |
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