-22.2%
RKT vs ECHO
+184.9%
-207.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.1% | +3.4% | -1.3% | +1.6% |
| 30D | +1.4% | +2.4% | -0.9% | +1.1% |
| 3M | +6.3% | -28.0% | +34.2% | +11.4% |
| 6M | -15.5% | -21.2% | +5.8% | -12.6% |
| YTD | -27.4% | -17.4% | -10.0% | -25.7% |
| 1Y | -26.6% | +33.6% | -60.2% | -30.1% |
| 3Y | +41.2% | +419.7% | -378.4% | -10.8% |
| 5Y | -6.4% | +241.7% | -248.1% | -35.1% |
| All | -22.2% | +184.9% | -207.1% | -39.1% |
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