+711.3%
ON vs ECHO
+267.2%
+444.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.2% |
| 7D | -4.1% | +2.2% | -6.3% | -4.6% |
| 30D | -10.2% | +9.8% | -20.0% | -12.9% |
| 3M | -12.7% | +16.8% | -29.6% | -17.1% |
| 6M | -32.5% | -18.1% | -14.5% | -28.9% |
| YTD | +28.6% | -4.2% | +32.7% | +26.6% |
| 1Y | +43.4% | +41.2% | +2.2% | +23.7% |
| 3Y | +3.3% | +943.7% | -940.4% | -72.2% |
| 5Y | +22.5% | +277.5% | -255.0% | -49.4% |
| 10Y | +535.7% | +159.8% | +375.9% | +212.7% |
| All | +711.3% | +267.2% | +444.1% | +140.4% |
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