-49.5%
ORCL vs ECHO
+34.5%
-84.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.3% | -1.0% |
| 7D | -14.4% | +4.6% | -19.0% | -15.5% |
| 30D | -12.8% | +0.4% | -13.3% | -13.1% |
| 3M | -14.8% | +7.7% | -22.5% | -16.6% |
| 6M | -30.9% | -18.0% | -12.8% | -29.5% |
| YTD | -35.7% | -9.3% | -26.4% | -37.3% |
| 1Y | -49.5% | +34.2% | -83.7% | -53.9% |
| All | -49.5% | +34.5% | -84.0% | -53.9% |
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