+320.4%
ECHO vs OWL
+38.2%
+282.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +3.4% | -2.2% | +5.7% | +4.0% |
| 30D | +2.4% | +3.7% | -1.3% | +1.0% |
| 3M | -28.0% | +17.5% | -45.5% | -31.4% |
| 6M | -21.2% | +18.5% | -39.8% | -25.9% |
| YTD | -17.4% | -16.3% | -1.1% | -14.3% |
| 1Y | +33.6% | -29.7% | +63.3% | +44.6% |
| 3Y | +419.7% | +14.2% | +405.5% | +401.0% |
| 5Y | +241.7% | +2.5% | +239.2% | +220.4% |
| All | +320.4% | +38.2% | +282.2% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling