+217.9%
RKLB vs ECHO
+260.7%
-42.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +1.6% |
| 7D | +5.3% | +8.6% | -3.3% | +3.3% |
| 30D | -20.5% | +3.8% | -24.2% | -21.1% |
| 3M | -42.0% | -19.9% | -22.1% | -38.7% |
| 6M | -6.0% | -12.1% | +6.0% | -1.8% |
| YTD | -5.6% | -14.1% | +8.5% | -0.7% |
| 1Y | +38.0% | +15.9% | +22.1% | +38.3% |
| 3Y | +962.4% | +417.8% | +544.6% | +636.7% |
| All | +217.9% | +260.7% | -42.8% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling