+128.1%
DAL vs ECHO
+168.8%
-40.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.9% | -1.7% | +3.8% |
| 7D | +10.0% | +3.0% | +7.0% | +9.2% |
| 30D | +12.0% | +6.7% | +5.3% | +10.1% |
| 3M | +0.8% | +12.4% | -11.6% | -2.3% |
| 6M | +26.2% | -20.4% | +46.6% | +30.7% |
| YTD | +33.7% | -6.9% | +40.6% | +32.0% |
| 1Y | +57.6% | +37.7% | +19.9% | +41.8% |
| 3Y | +183.5% | +902.9% | -719.4% | +7.9% |
| 5Y | +114.2% | +275.3% | -161.2% | +21.6% |
| 10Y | +128.1% | +159.0% | -30.9% | +56.7% |
| All | +128.1% | +168.8% | -40.6% | +56.7% |
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