+86.1%
USO vs ECHO
+193.4%
-107.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.6% |
| 7D | +11.5% | +2.3% | +9.2% | +11.3% |
| 30D | +24.1% | +4.4% | +19.7% | +23.8% |
| 3M | +17.9% | -20.3% | +38.2% | +19.3% |
| 6M | +49.6% | -15.3% | +65.0% | +50.0% |
| YTD | +129.0% | -15.5% | +144.5% | +128.9% |
| 1Y | +112.0% | +15.0% | +97.0% | +106.6% |
| 3Y | +102.3% | +409.1% | -306.9% | +56.0% |
| 5Y | +224.5% | +260.6% | -36.1% | +164.0% |
| All | +86.1% | +193.4% | -107.3% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling