+231.4%
ECHO vs OUST
-62.4%
+293.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +3.4% | +5.2% | -1.8% | +2.9% |
| 30D | +2.4% | -19.3% | +21.6% | +4.4% |
| 3M | -28.0% | -22.6% | -5.3% | -27.2% |
| 6M | -21.2% | +62.8% | -84.0% | -27.2% |
| YTD | -17.4% | +68.3% | -85.7% | -24.1% |
| 1Y | +33.6% | +28.5% | +5.0% | +24.4% |
| 3Y | +419.7% | +554.0% | -134.4% | +294.6% |
| 5Y | +241.7% | -56.2% | +297.9% | +196.5% |
| All | +231.4% | -62.4% | +293.8% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling