+58.4%
DAL vs ECHO
+36.9%
+21.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.9% | -1.7% | +4.3% |
| 7D | +10.0% | +3.0% | +7.0% | +9.5% |
| 30D | +12.0% | +6.7% | +5.3% | +10.9% |
| 3M | +0.8% | +12.4% | -11.6% | -1.0% |
| 6M | +26.2% | -20.4% | +46.6% | +28.7% |
| YTD | +33.7% | -6.9% | +40.6% | +31.6% |
| All | +58.4% | +36.9% | +21.6% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling