+277.8%
ORCL vs ECHO
+155.6%
+122.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.7% | +9.0% |
| 7D | +3.8% | +3.6% | +0.1% | +3.3% |
| 30D | -6.6% | +7.5% | -14.0% | -7.4% |
| 3M | -11.4% | +16.2% | -27.6% | -12.9% |
| 6M | -33.3% | -20.9% | -12.4% | -32.0% |
| YTD | -33.3% | -6.0% | -27.3% | -33.3% |
| 1Y | -44.9% | +43.4% | -88.3% | -47.2% |
| 3Y | +17.6% | +924.0% | -906.4% | -19.0% |
| 5Y | +46.1% | +249.6% | -203.6% | +18.5% |
| 10Y | +277.8% | +151.3% | +126.5% | +229.0% |
| All | +277.8% | +155.6% | +122.2% | +229.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling