+112.0%
USO vs ECHO
+10.0%
+102.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.7% |
| 7D | +11.5% | +2.3% | +9.2% | +11.8% |
| 30D | +24.1% | +4.4% | +19.7% | +24.8% |
| 3M | +17.9% | -20.3% | +38.2% | +16.2% |
| 6M | +49.6% | -15.3% | +65.0% | +48.7% |
| YTD | +129.0% | -15.5% | +144.5% | +125.4% |
| 1Y | +112.0% | +15.0% | +97.0% | +101.7% |
| All | +112.0% | +10.0% | +102.0% | +101.7% |
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 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