+240.0%
ECHO vs SONY
+163.4%
+76.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +3.4% | -1.2% | +4.6% | +3.8% |
| 30D | +2.4% | +9.4% | -7.1% | -0.7% |
| 3M | -28.0% | +10.5% | -38.4% | -30.6% |
| 6M | -21.2% | +11.7% | -32.9% | -24.4% |
| YTD | -17.4% | -4.1% | -13.3% | -16.8% |
| 1Y | +33.6% | -11.8% | +45.4% | +37.5% |
| 3Y | +419.7% | +45.9% | +373.8% | +353.1% |
| 5Y | +241.7% | +16.3% | +225.4% | +213.7% |
| 10Y | +180.8% | +297.6% | -116.9% | +73.9% |
| All | +240.0% | +163.4% | +76.6% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling