+1,046.2%
PLTR vs ECHO
+388.0%
+658.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -6.4% | +3.4% | -9.8% | -6.8% |
| 30D | +10.0% | +2.4% | +7.7% | +9.7% |
| 3M | +23.0% | -28.0% | +51.0% | +27.7% |
| 6M | +13.8% | -21.2% | +35.0% | +16.6% |
| YTD | -1.9% | -17.4% | +15.5% | -0.2% |
| 1Y | +11.6% | +33.6% | -21.9% | +8.0% |
| All | +1,046.2% | +388.0% | +658.1% | +788.6% |
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