+81.9%
UBER vs ECHO
+253.4%
-171.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -4.5% | +2.3% | -6.8% | -4.7% |
| 30D | -7.6% | +4.4% | -12.0% | -8.1% |
| 3M | +5.8% | -20.3% | +26.1% | +7.9% |
| 6M | +0.3% | -15.3% | +15.6% | +1.5% |
| YTD | -11.2% | -15.5% | +4.3% | -10.4% |
| 1Y | -23.0% | +15.0% | -38.0% | -24.9% |
| 3Y | +53.6% | +409.1% | -355.5% | +13.5% |
| 5Y | +81.9% | +260.6% | -178.7% | +54.3% |
| All | +81.9% | +253.4% | -171.5% | +54.3% |
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