+283.9%
RTX vs ECHO
+187.5%
+96.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | -1.6% | +5.3% | -6.9% | -2.3% |
| 30D | -11.6% | +2.4% | -14.0% | -11.9% |
| 3M | +9.2% | -21.8% | +31.0% | +12.3% |
| 6M | -4.4% | -16.9% | +12.5% | -2.9% |
| YTD | +8.9% | -16.0% | +24.9% | +10.0% |
| 1Y | +32.1% | +9.3% | +22.8% | +28.4% |
| 3Y | +151.2% | +406.2% | -255.0% | +61.6% |
| 5Y | +162.9% | +251.0% | -88.1% | +85.0% |
| 10Y | +283.9% | +191.3% | +92.7% | +194.4% |
| All | +283.9% | +187.5% | +96.4% | +194.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling