-27.0%
RKT vs ECHO
+191.4%
-218.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -7.2% | +2.3% | -9.5% | -7.6% |
| 30D | -7.9% | +4.4% | -12.3% | -8.5% |
| 3M | +5.2% | -20.3% | +25.5% | +8.6% |
| 6M | -14.9% | -15.3% | +0.4% | -13.0% |
| YTD | -31.9% | -15.5% | -16.4% | -30.5% |
| 1Y | -36.9% | +15.0% | -51.9% | -38.5% |
| 3Y | +35.7% | +409.1% | -373.4% | -13.4% |
| 5Y | -9.7% | +260.6% | -270.3% | -38.1% |
| All | -27.0% | +191.4% | -218.4% | -43.0% |
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