+45.5%
DAL vs ECHO
+45.5%
0.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -0.6% |
| 7D | -1.1% | +5.7% | -6.8% | -1.8% |
| 30D | +12.8% | +13.8% | -1.0% | +10.7% |
| 3M | -5.3% | +9.1% | -14.4% | -6.6% |
| 6M | +22.4% | -24.9% | +47.3% | +25.9% |
| YTD | +25.6% | -8.0% | +33.6% | +23.4% |
| 1Y | +45.5% | +42.9% | +2.6% | +31.4% |
| All | +45.5% | +45.5% | 0.0% | +31.4% |
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