+237.6%
ECHO vs OMC
+52.3%
+185.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.6% | +1.6% | +2.1% | +3.1% |
| 30D | +7.5% | +15.3% | -7.9% | +2.2% |
| 3M | +16.2% | +4.5% | +11.7% | +13.9% |
| 6M | -20.9% | +20.8% | -41.6% | -27.1% |
| YTD | -6.0% | +13.5% | -19.5% | -12.0% |
| 1Y | +43.4% | +25.2% | +18.1% | +28.6% |
| 3Y | +924.0% | +30.5% | +893.6% | +787.5% |
| All | +237.6% | +52.3% | +185.4% | +146.8% |
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 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