+535.9%
RKLB vs ECHO
+274.6%
+261.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | -2.9% | +2.3% | -5.2% | -3.4% |
| 30D | -22.6% | +4.4% | -27.0% | -23.3% |
| 3M | -41.0% | -20.3% | -20.7% | -37.7% |
| 6M | -10.1% | -15.3% | +5.2% | -5.5% |
| YTD | -11.2% | -15.5% | +4.3% | -6.4% |
| 1Y | +34.2% | +15.0% | +19.2% | +34.9% |
| 3Y | +899.4% | +409.1% | +490.2% | +611.6% |
| 5Y | +231.5% | +260.6% | -29.1% | +140.3% |
| All | +535.9% | +274.6% | +261.3% | +361.3% |
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 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