+531.5%
RKLB vs ECHO
+307.8%
+223.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.4% |
| 7D | +15.9% | +5.7% | +10.3% | +14.5% |
| 30D | +4.0% | +13.8% | -9.8% | +1.3% |
| 3M | -23.2% | +9.1% | -32.3% | -24.3% |
| 6M | -50.4% | -24.9% | -25.5% | -46.9% |
| YTD | -11.8% | -8.0% | -3.8% | -8.4% |
| 1Y | +36.0% | +42.9% | -6.9% | +32.1% |
| 3Y | +1,321.0% | +926.7% | +394.3% | +786.1% |
| 5Y | +328.2% | +230.4% | +97.8% | +207.8% |
| All | +531.5% | +307.8% | +223.6% | +351.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling