+36.1%
ORLY vs ECHO
+408.9%
-372.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -2.1% | +2.3% | -4.4% | -2.2% |
| 30D | -7.6% | +4.4% | -12.0% | -7.7% |
| 3M | -5.5% | -20.3% | +14.8% | -5.3% |
| 6M | -9.7% | -15.3% | +5.6% | -9.7% |
| YTD | -6.2% | -15.5% | +9.3% | -6.2% |
| 1Y | -18.6% | +15.0% | -33.6% | -18.8% |
| All | +36.1% | +408.9% | -372.8% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling