-26.2%
UBER vs ECHO
+34.5%
-60.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +5.2% |
| 7D | +7.0% | +4.6% | +2.5% | +6.6% |
| 30D | +0.6% | +0.4% | +0.1% | +0.5% |
| 3M | -2.9% | +7.7% | -10.6% | -3.8% |
| 6M | -5.5% | -18.0% | +12.6% | -3.6% |
| YTD | -14.5% | -9.3% | -5.2% | -14.4% |
| 1Y | -26.2% | +34.2% | -60.4% | -28.7% |
| All | -26.2% | +34.5% | -60.7% | -28.7% |
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 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