+91.4%
USO vs ECHO
+405.9%
-314.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.6% |
| 7D | +6.2% | +5.3% | +0.9% | +6.4% |
| 30D | +19.1% | +2.4% | +16.7% | +19.2% |
| 3M | +14.2% | -21.8% | +36.0% | +13.8% |
| 6M | +43.7% | -16.9% | +60.7% | +43.5% |
| YTD | +116.8% | -16.0% | +132.8% | +116.4% |
| 1Y | +104.3% | +9.3% | +95.1% | +104.2% |
| All | +91.4% | +405.9% | -314.6% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling