+412.7%
ECHO vs ONON
-10.5%
+423.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.8% |
| 7D | +5.3% | -3.5% | +8.8% | +6.3% |
| 30D | +2.4% | -30.8% | +33.2% | +12.0% |
| 3M | -21.8% | -29.8% | +8.0% | -15.2% |
| 6M | -16.9% | -34.8% | +17.9% | -8.8% |
| YTD | -16.0% | -42.3% | +26.3% | -4.8% |
| 1Y | +9.3% | -39.5% | +48.8% | +21.4% |
| All | +412.7% | -10.5% | +423.3% | +355.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling