+368.2%
ECHO vs OWL
+17.3%
+350.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.7% | +1.5% | +4.1% | +5.3% |
| 30D | +13.8% | +13.4% | +0.4% | +9.7% |
| 3M | +9.1% | -21.2% | +30.3% | +16.0% |
| 6M | -24.9% | +4.0% | -29.0% | -26.5% |
| YTD | -8.0% | -29.0% | +21.0% | -0.5% |
| 1Y | +42.9% | -28.4% | +71.3% | +54.1% |
| 3Y | +926.7% | -14.5% | +941.2% | +960.0% |
| 5Y | +230.4% | -21.5% | +251.8% | +224.2% |
| All | +368.2% | +17.3% | +350.9% | +340.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling