+119.2%
ORLY vs ECHO
+262.7%
-143.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -2.4% | +3.7% | -6.1% | -2.4% |
| 30D | -6.8% | +0.7% | -7.5% | -6.8% |
| 3M | -4.8% | -27.3% | +22.6% | -4.2% |
| 6M | -9.1% | -17.0% | +7.9% | -8.9% |
| YTD | -5.9% | -14.3% | +8.4% | -5.8% |
| 1Y | -20.4% | +20.9% | -41.3% | -20.9% |
| 3Y | +36.6% | +423.0% | -386.4% | +29.4% |
| All | +119.2% | +262.7% | -143.5% | +114.1% |
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