+49.4%
UBER vs ECHO
+417.6%
-368.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.0% | -7.5% | -3.7% |
| 7D | -2.8% | +8.6% | -11.4% | -3.4% |
| 30D | -2.5% | +3.8% | -6.3% | -2.8% |
| 3M | +4.4% | -19.9% | +24.3% | +5.8% |
| 6M | -2.7% | -12.1% | +9.4% | -2.1% |
| YTD | -10.5% | -14.1% | +3.6% | -10.0% |
| 1Y | -22.5% | +15.9% | -38.4% | -23.7% |
| All | +49.4% | +417.6% | -368.1% | +23.9% |
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