+23.9%
ONDS vs ECHO
+278.3%
-254.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.5% | +3.4% | -7.0% | -4.0% |
| 30D | -14.1% | +2.4% | -16.5% | -14.4% |
| 3M | -36.3% | -28.0% | -8.4% | -33.3% |
| 6M | -27.5% | -21.2% | -6.2% | -24.8% |
| YTD | -21.9% | -17.4% | -4.5% | -19.1% |
| 1Y | +43.0% | +33.6% | +9.4% | +41.4% |
| 3Y | +697.1% | +419.7% | +277.4% | +539.4% |
| 5Y | -1.2% | +241.7% | -242.9% | -12.7% |
| All | +23.9% | +278.3% | -254.4% | +17.5% |
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