+34.2%
ECHO vs OTIS
-9.8%
+44.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.1% | -3.3% |
| 7D | +4.6% | +9.5% | -4.9% | +4.1% |
| 30D | +0.4% | +21.1% | -20.7% | -1.6% |
| 3M | +7.7% | +9.0% | -1.3% | +7.4% |
| 6M | -18.0% | +6.4% | -24.5% | -17.2% |
| YTD | -9.3% | -7.1% | -2.2% | -0.9% |
| 1Y | +34.2% | -10.1% | +44.3% | +45.2% |
| All | +34.2% | -9.8% | +44.0% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling