+332.6%
OKLO vs ECHO
+252.6%
+80.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.4% |
| 7D | +7.7% | +5.3% | +2.4% | +6.9% |
| 30D | -4.3% | +2.4% | -6.7% | -4.7% |
| 3M | -24.6% | -21.8% | -2.8% | -21.9% |
| 6M | -31.1% | -16.9% | -14.2% | -29.0% |
| YTD | -40.7% | -16.0% | -24.7% | -38.8% |
| 1Y | -42.4% | +9.3% | -51.7% | -42.4% |
| 3Y | +310.9% | +406.2% | -95.3% | +239.7% |
| 5Y | +332.6% | +251.0% | +81.7% | +264.8% |
| All | +332.6% | +252.6% | +80.0% | +264.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling