+34.2%
ECHO vs UAL
+22.8%
+11.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.0% | -11.2% | -4.8% |
| 7D | +4.6% | +11.9% | -7.3% | +2.2% |
| 30D | +0.4% | +5.2% | -4.8% | -0.8% |
| 3M | +7.7% | -12.7% | +20.4% | +10.1% |
| 6M | -18.0% | +28.5% | -46.6% | -21.9% |
| YTD | -9.3% | +3.5% | -12.8% | -13.4% |
| 1Y | +34.2% | +27.5% | +6.7% | +23.0% |
| All | +34.2% | +22.8% | +11.4% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 1y: compounded portfolio wealth divided by compounded UAL 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…
1y analysis · Full analysis span regression · 6 months rolling