+263.9%
ECHO vs OUST
-65.4%
+329.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +15.7% | -19.0% | -4.9% |
| 7D | +4.6% | -0.2% | +4.8% | +4.4% |
| 30D | +0.4% | -24.0% | +24.4% | +3.0% |
| 3M | +7.7% | -29.9% | +37.6% | +11.0% |
| 6M | -18.0% | +19.1% | -37.2% | -21.7% |
| YTD | -9.3% | +55.0% | -64.3% | -16.3% |
| 1Y | +34.2% | +21.2% | +13.0% | +26.4% |
| 3Y | +538.7% | +626.0% | -87.2% | +382.1% |
| 5Y | +279.9% | -51.6% | +331.5% | +227.8% |
| All | +263.9% | -65.4% | +329.3% | +200.4% |
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