+251.0%
ECHO vs OMC
+29.1%
+221.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.2% | -1.0% |
| 7D | +5.3% | -4.2% | +9.6% | +6.9% |
| 30D | +2.4% | -7.5% | +9.9% | +5.0% |
| 3M | -21.8% | +4.6% | -26.4% | -23.9% |
| 6M | -16.9% | -4.8% | -12.1% | -16.4% |
| YTD | -16.0% | -1.0% | -15.0% | -17.4% |
| 1Y | +9.3% | +3.8% | +5.4% | +4.7% |
| 3Y | +406.2% | +10.2% | +396.0% | +367.3% |
| 5Y | +251.0% | +29.7% | +221.2% | +187.1% |
| All | +251.0% | +29.1% | +221.9% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling