+43.3%
SHEL vs ECHO
+34.5%
+8.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.0% | -2.3% |
| 7D | -3.2% | +4.6% | -7.7% | -3.1% |
| 30D | +5.5% | +0.4% | +5.1% | +5.6% |
| 3M | +14.4% | +7.7% | +6.7% | +14.5% |
| 6M | +16.2% | -18.0% | +34.2% | +16.4% |
| YTD | +42.4% | -9.3% | +51.7% | +42.5% |
| 1Y | +43.3% | +34.2% | +9.1% | +46.0% |
| All | +43.3% | +34.5% | +8.8% | +46.0% |
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