+262.0%
ECHO vs ONON
-20.9%
+282.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +3.4% | -3.0% | +6.4% | +4.0% |
| 30D | +2.4% | -26.7% | +29.1% | +8.1% |
| 3M | -28.0% | -25.3% | -2.7% | -24.4% |
| 6M | -21.2% | -35.3% | +14.0% | -15.6% |
| YTD | -17.4% | -39.8% | +22.4% | -10.4% |
| 1Y | +33.6% | -39.2% | +72.8% | +43.8% |
| 3Y | +419.7% | -4.2% | +423.9% | +404.2% |
| All | +262.0% | -20.9% | +282.9% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling