+72.4%
UBER vs ECHO
+187.3%
-114.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -5.4% | +3.7% | -9.1% | -6.0% |
| 30D | -4.9% | +0.7% | -5.6% | -5.1% |
| 3M | +3.0% | -27.3% | +30.4% | +8.1% |
| 6M | -4.4% | -17.0% | +12.6% | -2.5% |
| YTD | -12.3% | -14.3% | +2.0% | -11.5% |
| 1Y | -24.3% | +20.9% | -45.2% | -28.3% |
| 3Y | +46.4% | +423.0% | -376.5% | -15.6% |
| 5Y | +79.7% | +265.7% | -186.0% | +17.4% |
| All | +72.4% | +187.3% | -114.9% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling