+122.8%
DAL vs ECHO
+155.0%
-32.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.1% | +1.0% |
| 7D | +8.8% | -2.4% | +11.2% | +9.2% |
| 30D | +5.4% | -3.1% | +8.5% | +5.8% |
| 3M | -4.9% | +8.7% | -13.7% | -7.2% |
| 6M | +19.8% | -24.8% | +44.6% | +25.6% |
| YTD | +27.0% | -13.0% | +39.9% | +27.2% |
| 1Y | +52.5% | +33.9% | +18.5% | +37.9% |
| 3Y | +173.8% | +791.8% | -618.0% | +8.1% |
| 5Y | +104.5% | +261.7% | -157.2% | +15.6% |
| All | +122.8% | +155.0% | -32.2% | +53.6% |
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