+240.0%
ECHO vs ROK
+836.7%
-596.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | +3.4% | +0.7% | +2.7% | +3.1% |
| 30D | +2.4% | -3.3% | +5.7% | +3.8% |
| 3M | -28.0% | -5.9% | -22.1% | -26.6% |
| 6M | -21.2% | +13.9% | -35.1% | -26.4% |
| YTD | -17.4% | +12.6% | -30.0% | -22.8% |
| 1Y | +33.6% | +28.6% | +5.0% | +17.8% |
| 3Y | +419.7% | +45.1% | +374.6% | +329.1% |
| 5Y | +241.7% | +45.6% | +196.1% | +173.4% |
| 10Y | +180.8% | +345.0% | -164.3% | +37.0% |
| All | +240.0% | +836.7% | -596.7% | -1.4% |
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