+557.5%
RKLB vs ECHO
+300.2%
+257.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.8% | -2.2% |
| 7D | +39.3% | +9.1% | +30.2% | +36.8% |
| 30D | -0.2% | +7.2% | -7.4% | -1.3% |
| 3M | -21.1% | +6.1% | -27.2% | -21.7% |
| 6M | -45.5% | -24.2% | -21.3% | -41.7% |
| YTD | -8.2% | -9.7% | +1.6% | -4.2% |
| 1Y | +28.2% | +40.9% | -12.7% | +25.0% |
| 3Y | +1,366.1% | +883.3% | +482.9% | +823.5% |
| 5Y | +345.9% | +224.2% | +121.7% | +222.0% |
| All | +557.5% | +300.2% | +257.3% | +372.1% |
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