-24.1%
RKT vs ECHO
+217.3%
-241.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -9.0% | +5.7% | -14.7% | -9.7% |
| 30D | +30.2% | +13.8% | +16.4% | +27.2% |
| 3M | -8.8% | +9.1% | -17.9% | -10.5% |
| 6M | -0.9% | -24.9% | +24.0% | +2.5% |
| YTD | -29.2% | -8.0% | -21.2% | -29.1% |
| 1Y | -20.1% | +42.9% | -63.0% | -24.8% |
| 3Y | +81.3% | +926.7% | -845.4% | -4.1% |
| 5Y | -6.6% | +230.4% | -237.0% | -33.8% |
| All | -24.1% | +217.3% | -241.4% | -41.8% |
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