+102.2%
USO vs ECHO
+34.5%
+67.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.3% | -4.8% | -8.5% |
| 7D | -12.7% | +4.6% | -17.3% | -12.1% |
| 30D | +1.0% | +0.4% | +0.6% | +1.2% |
| 3M | +25.6% | +7.7% | +17.9% | +27.4% |
| 6M | -1.5% | -18.0% | +16.6% | -1.8% |
| YTD | +110.3% | -9.3% | +119.5% | +109.4% |
| 1Y | +102.2% | +34.2% | +67.9% | +95.1% |
| All | +102.2% | +34.5% | +67.6% | +95.1% |
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