-7.2%
RKT vs ECHO
+255.2%
-262.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -2.4% |
| 7D | +6.0% | +8.6% | -2.6% | +4.7% |
| 30D | +0.7% | +3.8% | -3.1% | +0.1% |
| 3M | +11.8% | -19.9% | +31.7% | +15.2% |
| 6M | -7.6% | -12.1% | +4.4% | -6.2% |
| YTD | -28.7% | -14.1% | -14.6% | -27.5% |
| 1Y | -32.6% | +15.9% | -48.4% | -34.2% |
| 3Y | +42.1% | +417.8% | -375.8% | -7.2% |
| 5Y | -7.2% | +259.3% | -266.5% | -36.3% |
| All | -7.2% | +255.2% | -262.4% | -36.3% |
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 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