+245.8%
ECHO vs OKE
+1,196.6%
-950.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +2.4% | +6.1% | -3.6% | +0.4% |
| 3M | -21.8% | +10.4% | -32.2% | -24.8% |
| 6M | -16.9% | +14.2% | -31.1% | -21.5% |
| YTD | -16.0% | +35.3% | -51.3% | -25.2% |
| 1Y | +9.3% | +40.6% | -31.3% | -4.3% |
| 3Y | +406.2% | +72.2% | +334.0% | +312.5% |
| 5Y | +251.0% | +139.6% | +111.3% | +152.1% |
| 10Y | +191.3% | +259.1% | -67.8% | +60.3% |
| All | +245.8% | +1,196.6% | -950.8% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling