+3,885.0%
ORLY vs ECHO
+229.4%
+3,655.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -2.7% |
| 7D | -2.3% | +8.6% | -10.9% | -3.2% |
| 30D | -8.2% | +3.8% | -11.9% | -8.6% |
| 3M | -3.5% | -19.9% | +16.4% | -1.6% |
| 6M | -9.2% | -12.1% | +2.9% | -8.9% |
| YTD | -5.8% | -14.1% | +8.2% | -5.5% |
| 1Y | -19.3% | +15.9% | -35.1% | -21.9% |
| 3Y | +34.4% | +417.8% | -383.4% | -5.0% |
| 5Y | +117.8% | +259.3% | -141.5% | +61.4% |
| 10Y | +356.9% | +192.7% | +164.2% | +238.6% |
| All | +3,885.0% | +229.4% | +3,655.6% | +2,367.7% |
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