+275.4%
ECHO vs ONON
-22.6%
+298.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.0% |
| 7D | +3.7% | -2.1% | +5.8% | +4.1% |
| 30D | +0.7% | -11.6% | +12.3% | +3.0% |
| 3M | -27.3% | -30.1% | +2.8% | -22.8% |
| 6M | -17.0% | -30.5% | +13.5% | -12.3% |
| YTD | -14.3% | -41.0% | +26.7% | -6.7% |
| 1Y | +20.9% | -36.7% | +57.6% | +29.0% |
| 3Y | +423.0% | -8.6% | +431.6% | +411.0% |
| All | +275.4% | -22.6% | +298.0% | +258.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling