+424.5%
ECHO vs OMC
+13.4%
+411.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.7% |
| 7D | +8.6% | -5.8% | +14.3% | +10.7% |
| 30D | +3.8% | -4.8% | +8.6% | +5.3% |
| 3M | -19.9% | +9.2% | -29.1% | -23.4% |
| 6M | -12.1% | -2.5% | -9.6% | -12.0% |
| YTD | -14.1% | +2.6% | -16.6% | -16.2% |
| 1Y | +15.9% | +5.9% | +9.9% | +10.0% |
| All | +424.5% | +13.4% | +411.1% | +297.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling