+259.8%
ECHO vs OKE
+138.0%
+121.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +3.7% | +1.2% | +2.5% | +3.3% |
| 30D | +0.7% | +4.5% | -3.8% | -0.7% |
| 3M | -27.3% | +9.6% | -36.9% | -29.9% |
| 6M | -17.0% | +15.4% | -32.3% | -22.1% |
| YTD | -14.3% | +36.5% | -50.8% | -25.1% |
| 1Y | +20.9% | +39.0% | -18.1% | +4.5% |
| 3Y | +423.0% | +74.3% | +348.7% | +306.6% |
| All | +259.8% | +138.0% | +121.7% | +163.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling