+251.0%
ECHO vs ROK
+45.0%
+205.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +5.3% | +0.2% | +5.2% | +5.2% |
| 30D | +2.4% | -1.8% | +4.2% | +3.2% |
| 3M | -21.8% | -7.2% | -14.6% | -19.9% |
| 6M | -16.9% | +14.2% | -31.1% | -23.0% |
| YTD | -16.0% | +10.6% | -26.6% | -21.4% |
| 1Y | +9.3% | +25.9% | -16.6% | -4.2% |
| 3Y | +406.2% | +50.8% | +355.4% | +300.1% |
| 5Y | +251.0% | +47.0% | +203.9% | +156.2% |
| All | +251.0% | +45.0% | +205.9% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling