+145.0%
OKLO vs ECHO
+323.3%
-178.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.0% | -1.5% | -4.8% |
| 7D | +27.3% | +9.1% | +18.2% | +25.7% |
| 30D | -23.1% | +7.2% | -30.2% | -23.7% |
| 3M | -45.8% | +6.1% | -51.9% | -46.2% |
| 6M | -66.8% | -24.2% | -42.6% | -65.5% |
| YTD | -65.9% | -9.7% | -56.2% | -65.1% |
| 1Y | -78.0% | +40.9% | -118.9% | -78.6% |
| 3Y | +137.4% | +883.3% | -745.9% | +94.5% |
| 5Y | +148.2% | +224.2% | -76.0% | +103.4% |
| All | +145.0% | +323.3% | -178.3% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling