+532.7%
RSP vs ECHO
+233.6%
+299.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -1.3% |
| 7D | -1.0% | -2.4% | +1.4% | -0.7% |
| 30D | +2.6% | -3.1% | +5.7% | +2.8% |
| 3M | -0.8% | +8.7% | -9.5% | -2.8% |
| 6M | +6.3% | -24.8% | +31.0% | +10.4% |
| YTD | +14.1% | -13.0% | +27.1% | +14.1% |
| 1Y | +18.0% | +33.9% | -15.9% | +8.2% |
| 3Y | +61.0% | +791.8% | -730.8% | -23.8% |
| 5Y | +45.6% | +261.7% | -216.1% | -13.5% |
| 10Y | +220.2% | +157.3% | +62.9% | +101.9% |
| All | +532.7% | +233.6% | +299.1% | +178.4% |
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