+29.5%
OXY vs ECHO
+252.6%
-223.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.2% |
| 7D | +4.2% | +5.7% | -1.5% | +2.7% |
| 30D | -4.3% | +13.8% | -18.1% | -7.7% |
| 3M | +2.3% | +9.1% | -6.8% | -0.7% |
| 6M | +5.5% | -24.9% | +30.5% | +10.5% |
| YTD | +44.9% | -8.0% | +52.9% | +41.3% |
| 1Y | +42.6% | +42.9% | -0.3% | +23.3% |
| 3Y | +0.7% | +926.7% | -925.9% | -68.6% |
| 5Y | +96.9% | +230.4% | -133.5% | -3.6% |
| 10Y | +18.8% | +145.9% | -127.1% | -33.1% |
| All | +29.5% | +252.6% | -223.0% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling