+278.6%
ECHO vs ROK
+769.0%
-490.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +5.7% | +7.1% | -1.4% | +2.7% |
| 30D | +13.8% | -5.0% | +18.8% | +16.4% |
| 3M | +9.1% | -9.4% | +18.5% | +13.8% |
| 6M | -24.9% | -11.0% | -13.9% | -21.7% |
| YTD | -8.0% | +4.4% | -12.4% | -11.1% |
| 1Y | +42.9% | +7.4% | +35.5% | +36.4% |
| 3Y | +926.7% | +61.0% | +865.7% | +714.9% |
| 5Y | +230.4% | +30.4% | +200.0% | +178.0% |
| 10Y | +145.9% | +264.8% | -118.9% | +30.4% |
| All | +278.6% | +769.0% | -490.4% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling