+125.6%
DAL vs ECHO
+163.9%
-38.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.2% |
| 7D | +10.7% | +2.2% | +8.5% | +10.1% |
| 30D | +12.5% | +9.8% | +2.7% | +9.9% |
| 3M | +3.6% | +16.8% | -13.2% | -0.4% |
| 6M | +26.7% | -18.1% | +44.8% | +30.5% |
| YTD | +34.3% | -4.2% | +38.5% | +31.7% |
| 1Y | +59.1% | +41.2% | +17.9% | +42.4% |
| 3Y | +179.9% | +943.7% | -763.8% | +5.4% |
| 5Y | +119.1% | +277.5% | -158.4% | +25.4% |
| 10Y | +125.6% | +159.8% | -34.1% | +55.7% |
| All | +125.6% | +163.9% | -38.2% | +55.7% |
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