+424.5%
ECHO vs ROK
+51.3%
+373.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.6% |
| 7D | +8.6% | +2.8% | +5.8% | +7.0% |
| 30D | +3.8% | -2.4% | +6.2% | +5.0% |
| 3M | -19.9% | -4.7% | -15.2% | -18.9% |
| 6M | -12.1% | +16.8% | -28.8% | -21.0% |
| YTD | -14.1% | +11.4% | -25.4% | -21.3% |
| 1Y | +15.9% | +26.2% | -10.3% | -2.0% |
| All | +424.5% | +51.3% | +373.2% | +253.7% |
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