+415.7%
ECHO vs SONY
+40.0%
+375.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.4% |
| 7D | +2.3% | -5.8% | +8.1% | +5.1% |
| 30D | +4.4% | -0.4% | +4.8% | +4.3% |
| 3M | -20.3% | +13.3% | -33.6% | -25.8% |
| 6M | -15.3% | +8.5% | -23.8% | -19.7% |
| YTD | -15.5% | -8.1% | -7.4% | -12.8% |
| 1Y | +15.0% | -17.9% | +32.9% | +24.3% |
| All | +415.7% | +40.0% | +375.7% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 3y: compounded portfolio wealth divided by compounded SONY 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…
3y analysis · Full analysis span regression · 6 months rolling