+926.7%
ECHO vs OUST
+594.6%
+332.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.5% | +10.4% | +3.1% |
| 7D | +5.7% | -3.8% | +9.5% | +6.2% |
| 30D | +13.8% | +5.1% | +8.8% | +12.6% |
| 3M | +9.1% | -25.8% | +34.9% | +12.4% |
| 6M | -24.9% | -2.0% | -22.9% | -27.0% |
| YTD | -8.0% | +54.7% | -62.7% | -16.8% |
| 1Y | +42.9% | +48.8% | -5.9% | +29.5% |
| 3Y | +926.7% | +607.8% | +318.9% | +551.1% |
| All | +926.7% | +594.6% | +332.1% | +551.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling