+299.6%
OKLO vs ECHO
+296.2%
+3.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.4% |
| 7D | +0.1% | +2.3% | -2.2% | -0.2% |
| 30D | -15.2% | +4.4% | -19.6% | -15.7% |
| 3M | -26.2% | -20.3% | -5.9% | -23.7% |
| 6M | -35.0% | -15.3% | -19.7% | -33.2% |
| YTD | -44.4% | -15.5% | -28.9% | -42.7% |
| 1Y | -45.9% | +15.0% | -60.9% | -46.2% |
| 3Y | +284.9% | +409.1% | -124.2% | +218.2% |
| 5Y | +305.3% | +260.6% | +44.7% | +237.9% |
| All | +299.6% | +296.2% | +3.4% | +230.1% |
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 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