+214.1%
USO vs ECHO
+252.6%
-38.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.7% |
| 7D | +6.2% | +5.3% | +0.9% | +6.3% |
| 30D | +19.1% | +2.4% | +16.7% | +19.1% |
| 3M | +14.2% | -21.8% | +36.0% | +14.3% |
| 6M | +43.7% | -16.9% | +60.7% | +43.7% |
| YTD | +116.8% | -16.0% | +132.8% | +116.5% |
| 1Y | +104.3% | +9.3% | +95.1% | +103.2% |
| 3Y | +91.5% | +406.2% | -314.7% | +83.2% |
| 5Y | +214.1% | +251.0% | -36.9% | +220.4% |
| All | +214.1% | +252.6% | -38.5% | +220.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling