+34.2%
ECHO vs OWL
-28.0%
+62.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -3.9% |
| 7D | +4.6% | +10.1% | -5.6% | +2.2% |
| 30D | +0.4% | +18.7% | -18.3% | -3.7% |
| 3M | +7.7% | -6.2% | +13.8% | +8.6% |
| 6M | -18.0% | +9.8% | -27.8% | -20.9% |
| YTD | -9.3% | -24.2% | +14.9% | +6.7% |
| 1Y | +34.2% | -26.6% | +60.8% | +59.2% |
| All | +34.2% | -28.0% | +62.3% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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