+34.2%
ECHO vs OMC
+24.5%
+9.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.2% | -8.5% | -3.9% |
| 7D | +4.6% | +12.5% | -7.9% | +2.9% |
| 30D | +0.4% | +16.3% | -15.9% | -1.9% |
| 3M | +7.7% | +8.1% | -0.4% | +6.3% |
| 6M | -18.0% | +17.2% | -35.2% | -20.9% |
| YTD | -9.3% | +11.8% | -21.0% | -8.3% |
| 1Y | +34.2% | +23.9% | +10.3% | +19.5% |
| All | +34.2% | +24.5% | +9.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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