+361.0%
ORLY vs ECHO
+197.5%
+163.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -2.4% | +3.7% | -6.1% | -2.6% |
| 30D | -6.8% | +0.7% | -7.5% | -6.8% |
| 3M | -4.8% | -27.3% | +22.6% | -3.1% |
| 6M | -9.1% | -17.0% | +7.9% | -8.6% |
| YTD | -5.9% | -14.3% | +8.4% | -5.7% |
| 1Y | -20.4% | +20.9% | -41.3% | -22.1% |
| 3Y | +36.6% | +423.0% | -386.4% | +11.2% |
| 5Y | +117.3% | +265.7% | -148.4% | +84.4% |
| All | +361.0% | +197.5% | +163.5% | +287.9% |
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 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