-11.3%
DASH vs ECHO
+36.9%
-48.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.9% | -6.2% | -0.2% |
| 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% | +13.3% |
| YTD | -20.1% | -6.9% | -13.2% | -18.9% |
| All | -11.3% | +36.9% | -48.2% | -13.1% |
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 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