-76.8%
USO vs ECHO
+252.6%
-329.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -1.9% | +5.7% | -7.6% | -2.6% |
| 30D | -5.2% | +13.8% | -19.0% | -6.9% |
| 3M | +16.4% | +9.1% | +7.4% | +14.7% |
| 6M | +2.5% | -24.9% | +27.4% | +4.9% |
| YTD | +110.5% | -8.0% | +118.5% | +107.5% |
| 1Y | +108.4% | +42.9% | +65.5% | +93.0% |
| 3Y | +99.6% | +926.7% | -827.1% | +9.6% |
| 5Y | +160.1% | +230.4% | -70.3% | +83.2% |
| 10Y | +86.3% | +145.9% | -59.6% | +35.6% |
| All | -76.8% | +252.6% | -329.4% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling