+277.1%
ECHO vs OUST
-60.6%
+337.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.6% | +14.0% | -10.3% | +2.2% |
| 30D | +7.5% | +2.5% | +4.9% | +6.8% |
| 3M | +16.2% | -15.3% | +31.5% | +17.4% |
| 6M | -20.9% | +42.6% | -63.5% | -25.8% |
| YTD | -6.0% | +76.6% | -82.6% | -14.5% |
| 1Y | +43.4% | +54.1% | -10.7% | +31.8% |
| 3Y | +924.0% | +675.3% | +248.8% | +666.2% |
| 5Y | +249.6% | -45.1% | +294.7% | +198.0% |
| All | +277.1% | -60.6% | +337.7% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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