+520.1%
RTX vs ECHO
+233.6%
+286.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.5% | -2.2% |
| 7D | -5.1% | -2.4% | -2.7% | -4.8% |
| 30D | +5.1% | -3.1% | +8.3% | +5.4% |
| 3M | -14.8% | +8.7% | -23.5% | -16.6% |
| 6M | +8.0% | -24.8% | +32.8% | +12.3% |
| YTD | +4.5% | -13.0% | +17.4% | +4.7% |
| 1Y | +9.8% | +33.9% | -24.1% | +1.0% |
| 3Y | +144.2% | +791.8% | -647.6% | +13.5% |
| 5Y | +131.4% | +261.7% | -130.3% | +36.1% |
| 10Y | +273.3% | +157.3% | +116.0% | +139.3% |
| All | +520.1% | +233.6% | +286.5% | +195.9% |
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