+144.9%
ECHO vs ROK
+264.0%
-119.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +5.7% | +7.1% | -1.4% | +2.4% |
| 30D | +13.8% | -5.0% | +18.8% | +16.6% |
| 3M | +9.1% | -9.4% | +18.5% | +14.2% |
| 6M | -24.9% | -11.0% | -13.9% | -21.5% |
| YTD | -8.0% | +4.4% | -12.4% | -11.6% |
| 1Y | +42.9% | +7.4% | +35.5% | +35.6% |
| 3Y | +926.7% | +61.0% | +865.7% | +694.8% |
| 5Y | +230.4% | +30.4% | +200.0% | +173.3% |
| All | +144.9% | +264.0% | -119.1% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling