+34.2%
ECHO vs ONON
+8.5%
+25.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.8% | -9.1% | -3.6% |
| 7D | +4.6% | +20.9% | -16.3% | +3.5% |
| 30D | +0.4% | +21.1% | -20.7% | -0.9% |
| 3M | +7.7% | +2.7% | +5.0% | +7.1% |
| 6M | -18.0% | +12.6% | -30.7% | -18.9% |
| YTD | -9.3% | -16.9% | +7.6% | -9.7% |
| 1Y | +34.2% | +6.7% | +27.5% | +35.5% |
| All | +34.2% | +8.5% | +25.7% | +35.5% |
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