+33.1%
OXY vs ECHO
+229.4%
-196.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.1% |
| 7D | -0.5% | +8.6% | -9.1% | -2.5% |
| 30D | +8.5% | +3.8% | +4.7% | +7.4% |
| 3M | +6.0% | -19.9% | +25.9% | +10.4% |
| 6M | +13.0% | -12.1% | +25.0% | +13.1% |
| YTD | +48.9% | -14.1% | +62.9% | +48.7% |
| 1Y | +36.4% | +15.9% | +20.6% | +25.0% |
| 3Y | -2.3% | +417.8% | -420.1% | -60.0% |
| 5Y | +160.6% | +259.3% | -98.7% | +19.1% |
| 10Y | +2.0% | +192.7% | -190.8% | -47.7% |
| All | +33.1% | +229.4% | -196.2% | -53.5% |
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 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