+246.2%
ECHO vs OSCR
-9.0%
+255.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +3.7% | +1.6% | +2.1% | +3.5% |
| 30D | +0.7% | +10.7% | -10.0% | -0.6% |
| 3M | -27.3% | +13.4% | -40.7% | -28.6% |
| 6M | -17.0% | +144.6% | -161.5% | -25.9% |
| YTD | -14.3% | +128.0% | -142.4% | -23.3% |
| 1Y | +20.9% | +68.7% | -47.8% | +10.8% |
| 3Y | +423.0% | +398.8% | +24.2% | +314.5% |
| 5Y | +265.7% | +87.3% | +178.4% | +172.1% |
| All | +246.2% | -9.0% | +255.2% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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