+907.5%
ECHO vs ROK
+64.0%
+843.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | +9.1% | +6.1% | +3.1% | +5.7% |
| 30D | +7.2% | -6.5% | +13.7% | +11.1% |
| 3M | +6.1% | -10.2% | +16.3% | +12.2% |
| 6M | -24.2% | -10.6% | -13.5% | -20.6% |
| YTD | -9.7% | +4.9% | -14.6% | -14.6% |
| 1Y | +40.9% | +3.8% | +37.1% | +34.0% |
| All | +907.5% | +64.0% | +843.5% | +577.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling