-4.5%
DASH vs ECHO
+349.3%
-353.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.9% | -6.2% | -0.1% |
| 7D | -4.8% | +3.0% | -7.8% | -5.2% |
| 30D | -7.9% | +6.7% | -14.6% | -8.7% |
| 3M | -16.3% | +12.4% | -28.7% | -17.7% |
| 6M | +10.4% | -20.4% | +30.8% | +12.7% |
| YTD | -20.1% | -6.9% | -13.2% | -20.4% |
| 1Y | -11.4% | +37.7% | -49.1% | -15.8% |
| 3Y | +114.1% | +902.9% | -788.8% | +30.4% |
| 5Y | -5.8% | +275.3% | -281.1% | -28.1% |
| All | -4.5% | +349.3% | -353.8% | -31.6% |
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