+251.0%
ECHO vs OWL
-6.9%
+257.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.2% |
| 7D | +5.3% | -6.4% | +11.7% | +7.5% |
| 30D | +2.4% | -5.0% | +7.4% | +3.7% |
| 3M | -21.8% | +15.4% | -37.2% | -25.9% |
| 6M | -16.9% | +15.5% | -32.4% | -22.3% |
| YTD | -16.0% | -22.7% | +6.7% | -9.9% |
| 1Y | +9.3% | -34.1% | +43.3% | +22.6% |
| 3Y | +406.2% | +5.1% | +401.1% | +386.2% |
| 5Y | +251.0% | -11.5% | +262.4% | +224.7% |
| All | +251.0% | -6.9% | +257.8% | +224.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling