+63.5%
SLB vs ECHO
+14.6%
+48.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.0% |
| 7D | +0.4% | +8.6% | -8.1% | -0.2% |
| 30D | +13.6% | +3.8% | +9.8% | +13.3% |
| 3M | +1.5% | -19.9% | +21.4% | +3.4% |
| 6M | +23.0% | -12.1% | +35.1% | +22.9% |
| YTD | +51.2% | -14.1% | +65.3% | +50.7% |
| 1Y | +63.5% | +15.9% | +47.6% | +56.1% |
| All | +63.5% | +14.6% | +48.9% | +56.1% |
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