+40.9%
ECHO vs OUST
+46.4%
-5.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.3% | -3.2% |
| 7D | +9.1% | +19.9% | -10.8% | +5.8% |
| 30D | +7.2% | +3.6% | +3.6% | +6.0% |
| 3M | +6.1% | -20.6% | +26.7% | +8.8% |
| 6M | -24.2% | +35.1% | -59.2% | -30.9% |
| YTD | -9.7% | +69.1% | -78.9% | -22.8% |
| 1Y | +40.9% | +49.9% | -9.0% | +22.3% |
| All | +40.9% | +46.4% | -5.5% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling