+423.0%
ECHO vs OSCR
+401.8%
+21.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +3.7% | +1.6% | +2.1% | +3.4% |
| 30D | +0.7% | +10.7% | -10.0% | -1.2% |
| 3M | -27.3% | +13.4% | -40.7% | -29.3% |
| 6M | -17.0% | +144.6% | -161.5% | -29.9% |
| YTD | -14.3% | +128.0% | -142.4% | -27.3% |
| 1Y | +20.9% | +68.7% | -47.8% | +6.2% |
| 3Y | +423.0% | +398.8% | +24.2% | +160.7% |
| All | +423.0% | +401.8% | +21.1% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling