+251.6%
ORCL vs ECHO
+168.8%
+82.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.9% | -3.8% | +2.4% |
| 7D | +0.5% | +3.0% | -2.5% | +0.2% |
| 30D | -15.3% | +6.7% | -22.0% | -15.9% |
| 3M | -18.2% | +12.4% | -30.6% | -19.2% |
| 6M | -38.4% | -20.4% | -18.0% | -37.2% |
| YTD | -37.7% | -6.9% | -30.8% | -37.7% |
| 1Y | -49.3% | +37.7% | -87.0% | -51.1% |
| 3Y | +10.6% | +902.9% | -892.2% | -23.6% |
| 5Y | +35.5% | +275.3% | -239.8% | +8.1% |
| 10Y | +251.6% | +159.0% | +92.6% | +208.2% |
| All | +251.6% | +168.8% | +82.8% | +208.2% |
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 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