-6.8%
PLTR vs ECHO
+37.1%
-43.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.8% |
| 7D | +10.7% | +9.1% | +1.6% | +7.5% |
| 30D | -17.8% | +7.2% | -25.0% | -19.6% |
| 3M | +0.3% | +6.1% | -5.8% | -2.1% |
| 6M | +26.2% | -24.2% | +50.3% | +31.8% |
| YTD | -3.5% | -9.7% | +6.3% | -4.7% |
| 1Y | -6.8% | +40.9% | -47.8% | -18.5% |
| All | -6.8% | +37.1% | -43.9% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling