+336.0%
ECHO vs OWL
+24.2%
+311.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | +3.7% | -10.1% | +13.8% | +6.7% |
| 30D | +0.7% | -11.9% | +12.6% | +4.0% |
| 3M | -27.3% | +10.7% | -38.0% | -29.8% |
| 6M | -17.0% | +22.1% | -39.1% | -22.7% |
| YTD | -14.3% | -24.8% | +10.5% | -8.6% |
| 1Y | +20.9% | -39.2% | +60.1% | +36.2% |
| 3Y | +423.0% | +1.7% | +421.2% | +419.6% |
| 5Y | +265.7% | -15.5% | +281.2% | +253.3% |
| All | +336.0% | +24.2% | +311.8% | +304.2% |
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 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