+412.7%
ECHO vs OTIS
-12.0%
+424.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.9% |
| 7D | +5.3% | -2.2% | +7.5% | +6.1% |
| 30D | +2.4% | -4.3% | +6.8% | +4.0% |
| 3M | -21.8% | -2.2% | -19.6% | -21.5% |
| 6M | -16.9% | -19.9% | +3.0% | -9.4% |
| YTD | -16.0% | -19.3% | +3.3% | -8.6% |
| 1Y | +9.3% | -19.6% | +28.8% | +18.7% |
| All | +412.7% | -12.0% | +424.7% | +372.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling