-31.1%
ORCL vs ECHO
+14.6%
-45.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.7% | +1.6% |
| 7D | +15.0% | +8.6% | +6.4% | +13.2% |
| 30D | +10.5% | +3.8% | +6.8% | +9.7% |
| 3M | -23.0% | -19.9% | -3.1% | -21.4% |
| 6M | +7.0% | -12.1% | +19.1% | +7.5% |
| YTD | -15.8% | -14.1% | -1.8% | -14.6% |
| 1Y | -31.1% | +15.9% | -46.9% | -31.2% |
| All | -31.1% | +14.6% | -45.7% | -31.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling