+33.0%
RTX vs ECHO
+11.8%
+21.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.4% |
| 7D | -3.1% | +8.6% | -11.7% | -3.9% |
| 30D | -10.6% | +3.8% | -14.3% | -10.9% |
| 3M | +11.6% | -19.9% | +31.5% | +14.2% |
| 6M | -4.5% | -12.1% | +7.6% | -3.8% |
| YTD | +9.6% | -14.1% | +23.6% | +10.8% |
| All | +33.0% | +11.8% | +21.2% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling