-24.1%
SLB vs ECHO
+233.6%
-257.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.7% | -0.8% |
| 7D | -7.1% | -2.4% | -4.7% | -6.6% |
| 30D | +4.1% | -3.1% | +7.2% | +4.6% |
| 3M | -2.6% | +8.7% | -11.4% | -5.3% |
| 6M | -8.6% | -24.8% | +16.2% | -3.4% |
| YTD | +32.2% | -13.0% | +45.2% | +32.1% |
| 1Y | +40.7% | +33.9% | +6.7% | +24.4% |
| 3Y | -4.5% | +791.8% | -796.3% | -68.4% |
| 5Y | +66.4% | +261.7% | -195.3% | -23.4% |
| 10Y | -15.1% | +157.3% | -172.4% | -54.5% |
| All | -24.1% | +233.6% | -257.7% | -75.3% |
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