-40.7%
OKLO vs ECHO
+40.1%
-80.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +2.8% | +3.4% | -0.6% | +1.1% |
| 30D | -4.0% | +2.4% | -6.4% | -5.0% |
| 3M | -36.9% | -28.0% | -8.9% | -27.5% |
| 6M | -37.1% | -21.2% | -15.9% | -30.6% |
| YTD | -42.5% | -17.4% | -25.1% | -35.8% |
| 1Y | -40.7% | +33.6% | -74.3% | -35.1% |
| All | -40.7% | +40.1% | -80.8% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 1y: compounded portfolio wealth divided by compounded ECHO 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…
1y analysis · Full analysis span regression · 6 months rolling