-42.3%
OKLO vs ECHO
+9.4%
-51.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.4% |
| 7D | +7.7% | +5.3% | +2.4% | +4.6% |
| 30D | -4.3% | +2.4% | -6.7% | -5.7% |
| 3M | -24.6% | -21.8% | -2.8% | -15.8% |
| 6M | -31.1% | -16.9% | -14.2% | -25.2% |
| YTD | -40.7% | -16.0% | -24.7% | -33.5% |
| All | -42.3% | +9.4% | -51.6% | -40.2% |
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