+6.4%
OXY vs ECHO
+197.5%
-191.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +2.8% | +3.7% | -0.9% | +2.2% |
| 30D | +5.5% | +0.7% | +4.8% | +5.3% |
| 3M | +11.3% | -27.3% | +38.6% | +16.6% |
| 6M | +11.6% | -17.0% | +28.6% | +12.8% |
| YTD | +51.6% | -14.3% | +65.9% | +51.6% |
| 1Y | +36.2% | +20.9% | +15.3% | +27.3% |
| 3Y | +1.7% | +423.0% | -421.3% | -47.6% |
| 5Y | +164.5% | +265.7% | -101.2% | +52.8% |
| All | +6.4% | +197.5% | -191.1% | -30.5% |
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