-2.2%
ONDS vs ECHO
+253.4%
-255.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -5.0% | +2.3% | -7.3% | -5.3% |
| 30D | -25.6% | +4.4% | -30.0% | -26.0% |
| 3M | -22.1% | -20.3% | -1.8% | -19.6% |
| 6M | -27.6% | -15.3% | -12.2% | -25.5% |
| YTD | -25.7% | -15.5% | -10.2% | -23.3% |
| 1Y | +30.4% | +15.0% | +15.4% | +30.6% |
| 3Y | +695.0% | +409.1% | +285.8% | +554.0% |
| 5Y | -2.2% | +260.6% | -262.8% | -7.8% |
| All | -2.2% | +253.4% | -255.6% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling