+153.0%
DASH vs ECHO
+423.0%
-270.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | +3.4% | -14.0% | -10.8% |
| 30D | +2.2% | +2.4% | -0.2% | +1.9% |
| 3M | +32.3% | -28.0% | +60.2% | +35.4% |
| 6M | +19.1% | -21.2% | +40.4% | +20.9% |
| YTD | -6.5% | -17.4% | +10.9% | -5.6% |
| 1Y | -14.9% | +33.6% | -48.5% | -17.1% |
| All | +153.0% | +423.0% | -270.0% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling