+30.6%
ORCL vs ECHO
+260.3%
-229.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | +0.4% |
| 7D | -11.2% | -2.4% | -8.8% | -10.9% |
| 30D | -18.8% | -3.1% | -15.7% | -18.6% |
| 3M | -18.8% | +8.7% | -27.5% | -19.3% |
| 6M | -39.7% | -24.8% | -15.0% | -38.6% |
| YTD | -39.6% | -13.0% | -26.7% | -39.3% |
| 1Y | -51.7% | +33.9% | -85.7% | -52.7% |
| 3Y | +10.2% | +791.8% | -781.6% | -11.6% |
| All | +30.6% | +260.3% | -229.8% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling