+235.5%
ECHO vs OTIS
+115.8%
+119.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +5.7% | -1.3% | +7.0% | +6.2% |
| 30D | +13.8% | +12.8% | +1.0% | +7.9% |
| 3M | +9.1% | +7.4% | +1.7% | +5.3% |
| 6M | -24.9% | +7.7% | -32.7% | -28.0% |
| YTD | -8.0% | -9.3% | +1.3% | -5.0% |
| 1Y | +42.9% | -12.1% | +55.0% | +49.7% |
| 3Y | +926.7% | +0.6% | +926.1% | +887.8% |
| 5Y | +230.4% | -1.1% | +231.5% | +215.8% |
| All | +235.5% | +115.8% | +119.7% | +149.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling