+69.4%
SHEL vs ECHO
+405.9%
-336.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | +3.0% | +5.3% | -2.3% | +3.0% |
| 30D | +7.2% | +2.4% | +4.8% | +7.2% |
| 3M | +12.9% | -21.8% | +34.7% | +13.2% |
| 6M | +13.7% | -16.9% | +30.6% | +13.8% |
| YTD | +33.7% | -16.0% | +49.7% | +33.7% |
| 1Y | +37.9% | +9.3% | +28.6% | +37.4% |
| All | +69.4% | +405.9% | -336.5% | +68.2% |
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