+656.9%
DAL vs ECHO
+247.7%
+409.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.3% | +10.4% | +8.1% |
| 7D | +11.1% | +4.6% | +6.5% | +9.6% |
| 30D | +7.7% | +0.4% | +7.3% | +7.1% |
| 3M | -3.5% | +7.7% | -11.2% | -6.3% |
| 6M | +31.3% | -18.0% | +49.4% | +36.1% |
| YTD | +30.0% | -9.3% | +39.2% | +28.5% |
| 1Y | +62.1% | +34.2% | +27.9% | +42.0% |
| 3Y | +176.6% | +538.7% | -362.1% | +0.7% |
| 5Y | +126.2% | +279.9% | -153.7% | +0.9% |
| 10Y | +135.1% | +168.2% | -33.1% | +19.9% |
| All | +656.9% | +247.7% | +409.2% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling