+121.4%
DAL vs ECHO
+155.6%
-34.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | +2.3% | +3.6% | -1.3% | +1.5% |
| 30D | +14.3% | +7.5% | +6.8% | +12.2% |
| 3M | +1.3% | +16.2% | -14.9% | -2.5% |
| 6M | +29.3% | -20.9% | +50.1% | +34.1% |
| YTD | +33.0% | -6.0% | +39.0% | +31.0% |
| 1Y | +59.8% | +43.4% | +16.5% | +42.5% |
| 3Y | +177.2% | +924.0% | -746.9% | +4.8% |
| 5Y | +118.4% | +249.6% | -131.3% | +30.1% |
| 10Y | +121.4% | +151.3% | -29.9% | +50.9% |
| All | +121.4% | +155.6% | -34.2% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling