+33.6%
ECHO vs EOG
+24.8%
+8.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | +3.4% | +1.3% | +2.1% | +3.6% |
| 30D | +2.4% | +8.2% | -5.8% | +3.6% |
| 3M | -28.0% | +3.8% | -31.8% | -27.1% |
| 6M | -21.2% | +15.3% | -36.6% | -20.9% |
| YTD | -17.4% | +41.7% | -59.1% | -18.2% |
| 1Y | +33.6% | +23.6% | +10.0% | +25.9% |
| All | +33.6% | +24.8% | +8.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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