+53.1%
RGTI vs ECHO
+284.5%
-231.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.1% | +2.3% | -2.4% | -0.6% |
| 30D | -16.2% | +4.4% | -20.6% | -16.9% |
| 3M | -22.0% | -20.3% | -1.7% | -18.3% |
| 6M | -10.8% | -15.3% | +4.6% | -8.1% |
| YTD | -31.6% | -15.5% | -16.1% | -29.3% |
| 1Y | -6.4% | +15.0% | -21.3% | -8.9% |
| 3Y | +665.7% | +409.1% | +256.5% | +375.8% |
| 5Y | +55.6% | +260.6% | -205.0% | -0.8% |
| All | +53.1% | +284.5% | -231.3% | -2.5% |
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