+105.8%
DAL vs ECHO
+242.1%
-136.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | +3.4% | -3.3% | -0.3% |
| 30D | -13.9% | +2.4% | -16.3% | -14.2% |
| 3M | +1.1% | -28.0% | +29.0% | +5.2% |
| 6M | +26.2% | -21.2% | +47.5% | +29.3% |
| YTD | +16.4% | -17.4% | +33.8% | +17.9% |
| 1Y | +33.9% | +33.6% | +0.3% | +26.3% |
| 3Y | +93.4% | +419.7% | -326.3% | +30.3% |
| All | +105.8% | +242.1% | -136.3% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling