+43.0%
ONDS vs ECHO
+40.1%
+2.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.5% | +3.4% | -7.0% | -5.6% |
| 30D | -14.1% | +2.4% | -16.5% | -15.4% |
| 3M | -36.3% | -28.0% | -8.4% | -22.5% |
| 6M | -27.5% | -21.2% | -6.2% | -16.9% |
| YTD | -21.9% | -17.4% | -4.5% | -11.2% |
| 1Y | +43.0% | +33.6% | +9.4% | +32.0% |
| All | +43.0% | +40.1% | +2.8% | +32.0% |
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