+36.2%
OXY vs ECHO
+17.8%
+18.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.6% |
| 7D | +2.8% | +3.7% | -0.9% | +3.0% |
| 30D | +5.5% | +0.7% | +4.8% | +5.5% |
| 3M | +11.3% | -27.3% | +38.6% | +10.5% |
| 6M | +11.6% | -17.0% | +28.6% | +10.3% |
| YTD | +51.6% | -14.3% | +65.9% | +48.5% |
| 1Y | +36.2% | +20.9% | +15.3% | +30.2% |
| All | +36.2% | +17.8% | +18.4% | +30.2% |
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