-9.5%
DASH vs ECHO
+344.0%
-353.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -4.5% | +5.7% | -10.2% | -5.2% |
| 30D | -6.8% | +13.8% | -20.6% | -8.4% |
| 3M | -20.7% | +9.1% | -29.8% | -21.7% |
| 6M | +15.1% | -24.9% | +40.0% | +18.2% |
| YTD | -24.3% | -8.0% | -16.3% | -24.4% |
| 1Y | -12.1% | +42.9% | -55.0% | -16.8% |
| 3Y | +91.1% | +926.7% | -835.6% | +15.5% |
| 5Y | -30.3% | +230.4% | -260.6% | -45.8% |
| All | -9.5% | +344.0% | -353.5% | -35.1% |
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