+240.0%
ECHO vs OMC
+198.1%
+41.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.2% |
| 7D | +3.4% | -6.4% | +9.8% | +6.7% |
| 30D | +2.4% | +1.1% | +1.2% | +1.5% |
| 3M | -28.0% | +10.4% | -38.4% | -32.3% |
| 6M | -21.2% | -1.7% | -19.5% | -22.0% |
| YTD | -17.4% | +4.4% | -21.8% | -21.8% |
| 1Y | +33.6% | +8.4% | +25.1% | +23.1% |
| 3Y | +419.7% | +14.4% | +405.3% | +358.6% |
| 5Y | +241.7% | +33.9% | +207.8% | +165.8% |
| 10Y | +180.8% | +34.9% | +145.9% | +104.4% |
| All | +240.0% | +198.1% | +41.9% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling