+45.8%
ON vs ECHO
+10.0%
+35.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -4.7% | +2.3% | -7.0% | -5.3% |
| 30D | -13.5% | +4.4% | -17.9% | -14.3% |
| 3M | -36.3% | -20.3% | -16.0% | -34.0% |
| 6M | +17.8% | -15.3% | +33.1% | +20.2% |
| YTD | +29.6% | -15.5% | +45.1% | +32.6% |
| 1Y | +45.8% | +15.0% | +30.8% | +41.2% |
| All | +45.8% | +10.0% | +35.8% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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