+58.5%
UBER vs ECHO
+221.7%
-163.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.8% |
| 7D | +0.5% | +9.1% | -8.6% | -0.4% |
| 30D | -3.1% | +7.2% | -10.3% | -3.9% |
| 3M | -8.3% | +6.1% | -14.4% | -9.1% |
| 6M | -9.5% | -24.2% | +14.7% | -7.5% |
| YTD | -15.4% | -9.7% | -5.7% | -15.5% |
| 1Y | -26.1% | +40.9% | -67.1% | -29.6% |
| 3Y | +34.0% | +883.3% | -849.3% | -14.0% |
| All | +58.5% | +221.7% | -163.2% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling