-53.8%
ONDS vs ECHO
+227.9%
-281.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.3% |
| 7D | -3.3% | +5.7% | -9.0% | -4.1% |
| 30D | -16.0% | +13.8% | -29.8% | -17.4% |
| 3M | -42.1% | +9.1% | -51.2% | -42.7% |
| 6M | -41.8% | -24.9% | -16.8% | -39.3% |
| YTD | -47.1% | -8.0% | -39.1% | -46.0% |
| 1Y | -21.3% | +42.9% | -64.2% | -22.8% |
| 3Y | +695.1% | +926.7% | -231.6% | +469.8% |
| All | -53.8% | +227.9% | -281.7% | -55.2% |
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