+318.1%
OKLO vs ECHO
+436.9%
-118.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +4.2% |
| 7D | +12.4% | +8.6% | +3.8% | +10.8% |
| 30D | -10.6% | +3.8% | -14.3% | -11.1% |
| 3M | -26.5% | -19.9% | -6.6% | -23.8% |
| 6M | -25.6% | -12.1% | -13.6% | -23.7% |
| YTD | -39.6% | -14.1% | -25.6% | -37.7% |
| 1Y | -38.8% | +15.9% | -54.6% | -39.2% |
| 3Y | +318.1% | +417.8% | -99.8% | +231.2% |
| All | +318.1% | +436.9% | -118.8% | +231.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling