+20.9%
ECHO vs OKE
+40.5%
-19.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.6% |
| 7D | +3.7% | +1.2% | +2.5% | +3.9% |
| 30D | +0.7% | +4.5% | -3.8% | +1.6% |
| 3M | -27.3% | +9.6% | -36.9% | -25.9% |
| 6M | -17.0% | +15.4% | -32.3% | -16.0% |
| YTD | -14.3% | +36.5% | -50.8% | -14.5% |
| 1Y | +20.9% | +39.0% | -18.1% | +19.7% |
| All | +20.9% | +40.5% | -19.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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