+262.5%
ECHO vs OUST
-49.1%
+311.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.7% | -7.8% | -4.5% |
| 7D | -2.4% | +17.0% | -19.4% | -4.3% |
| 30D | -3.1% | -16.5% | +13.4% | -1.6% |
| 3M | +8.7% | -23.7% | +32.4% | +11.1% |
| 6M | -24.8% | +18.4% | -43.1% | -28.3% |
| YTD | -13.0% | +60.8% | -73.7% | -20.3% |
| 1Y | +33.9% | +44.2% | -10.3% | +23.6% |
| 3Y | +791.8% | +668.1% | +123.7% | +563.5% |
| All | +262.5% | -49.1% | +311.6% | +193.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling