+766.9%
ON vs ECHO
+216.6%
+550.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | +3.4% | -1.0% | +1.3% |
| 30D | -3.3% | +2.4% | -5.6% | -4.0% |
| 3M | -43.6% | -28.0% | -15.6% | -37.6% |
| 6M | +19.0% | -21.2% | +40.2% | +26.2% |
| YTD | +37.4% | -17.4% | +54.7% | +42.1% |
| 1Y | +54.8% | +33.6% | +21.2% | +34.5% |
| 3Y | -25.2% | +419.7% | -444.8% | -73.4% |
| 5Y | +62.7% | +241.7% | -179.0% | -31.6% |
| 10Y | +574.3% | +180.8% | +393.6% | +206.9% |
| All | +766.9% | +216.6% | +550.3% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling