+33.6%
ECHO vs ONON
-37.3%
+70.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +3.4% | -3.0% | +6.4% | +3.6% |
| 30D | +2.4% | -26.7% | +29.1% | +4.0% |
| 3M | -28.0% | -25.3% | -2.7% | -26.7% |
| 6M | -21.2% | -35.3% | +14.0% | -20.0% |
| YTD | -17.4% | -39.8% | +22.4% | -15.9% |
| 1Y | +33.6% | -39.2% | +72.8% | +36.7% |
| All | +33.6% | -37.3% | +70.9% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 1y: compounded portfolio wealth divided by compounded ONON 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…
1y analysis · Full analysis span regression · 6 months rolling