+3.4%
SLB vs ECHO
+900.0%
-896.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.4% |
| 7D | +3.5% | +5.7% | -2.2% | +3.2% |
| 30D | +6.5% | +13.8% | -7.3% | +5.9% |
| 3M | -0.2% | +9.1% | -9.3% | -0.7% |
| 6M | -5.7% | -24.9% | +19.2% | -4.8% |
| YTD | +36.8% | -8.0% | +44.8% | +36.6% |
| 1Y | +45.8% | +42.9% | +2.9% | +42.9% |
| 3Y | +3.4% | +926.7% | -923.3% | -11.0% |
| All | +3.4% | +900.0% | -896.6% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling