+759.3%
ON vs ECHO
+246.0%
+513.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.4% |
| 7D | +17.0% | +9.1% | +7.9% | +13.7% |
| 30D | -3.9% | +7.2% | -11.0% | -6.0% |
| 3M | -11.5% | +6.1% | -17.6% | -13.3% |
| 6M | -29.2% | -24.2% | -5.0% | -23.6% |
| YTD | +36.2% | -9.7% | +45.9% | +36.6% |
| 1Y | +49.6% | +40.9% | +8.7% | +29.1% |
| 3Y | +9.4% | +883.3% | -873.8% | -70.1% |
| 5Y | +25.8% | +224.2% | -198.4% | -44.0% |
| 10Y | +557.1% | +141.3% | +415.9% | +231.8% |
| All | +759.3% | +246.0% | +513.3% | +159.4% |
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