+104.3%
DAL vs ECHO
+144.4%
-40.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -0.8% |
| 7D | -1.1% | +5.7% | -6.8% | -2.2% |
| 30D | +12.8% | +13.8% | -1.0% | +9.4% |
| 3M | -5.3% | +9.1% | -14.4% | -7.5% |
| 6M | +22.4% | -24.9% | +47.3% | +28.5% |
| YTD | +25.6% | -8.0% | +33.6% | +24.3% |
| 1Y | +45.5% | +42.9% | +2.6% | +29.9% |
| 3Y | +161.0% | +926.7% | -765.7% | -1.9% |
| 5Y | +112.2% | +230.4% | -118.1% | +29.8% |
| All | +104.3% | +144.4% | -40.0% | +40.0% |
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 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