+789.2%
ORCL vs ECHO
+216.6%
+572.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | +3.4% | +1.8% | +4.7% |
| 30D | +10.0% | +2.4% | +7.6% | +9.6% |
| 3M | -32.6% | -28.0% | -4.6% | -29.0% |
| 6M | +4.9% | -21.2% | +26.2% | +8.2% |
| YTD | -17.8% | -17.4% | -0.4% | -16.1% |
| 1Y | -28.0% | +33.6% | -61.6% | -32.6% |
| 3Y | +36.0% | +419.7% | -383.7% | -17.0% |
| 5Y | +88.7% | +241.7% | -153.0% | +24.5% |
| 10Y | +346.9% | +180.8% | +166.1% | +190.3% |
| All | +789.2% | +216.6% | +572.6% | +348.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling