+169.3%
RTX vs ECHO
+242.1%
-72.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.2% | +3.4% | -8.6% | -5.3% |
| 30D | -9.4% | +2.4% | -11.7% | -9.5% |
| 3M | +12.3% | -28.0% | +40.2% | +14.0% |
| 6M | -3.1% | -21.2% | +18.1% | -2.2% |
| YTD | +10.7% | -17.4% | +28.1% | +11.4% |
| 1Y | +28.4% | +33.6% | -5.2% | +26.2% |
| 3Y | +147.1% | +419.7% | -272.6% | +117.6% |
| All | +169.3% | +242.1% | -72.8% | +153.8% |
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