+287.0%
ECHO vs OMC
+224.0%
+63.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.6% | +1.6% | +2.1% | +2.9% |
| 30D | +7.5% | +15.3% | -7.9% | -0.3% |
| 3M | +16.2% | +4.5% | +11.7% | +12.6% |
| 6M | -20.9% | +20.8% | -41.6% | -29.7% |
| YTD | -6.0% | +13.5% | -19.5% | -15.2% |
| 1Y | +43.4% | +25.2% | +18.1% | +22.9% |
| 3Y | +924.0% | +30.5% | +893.6% | +738.2% |
| 5Y | +249.6% | +52.7% | +197.0% | +152.9% |
| 10Y | +151.3% | +55.2% | +96.1% | +68.9% |
| All | +287.0% | +224.0% | +63.0% | +45.3% |
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