+123.0%
DASH vs ECHO
+651.7%
-528.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.3% | +11.6% | +8.5% |
| 7D | +17.2% | +4.6% | +12.6% | +16.8% |
| 30D | +3.6% | +0.4% | +3.1% | +3.4% |
| 3M | -1.9% | +7.7% | -9.5% | -2.5% |
| 6M | +15.1% | -18.0% | +33.1% | +16.2% |
| YTD | -12.3% | -9.3% | -3.0% | -12.2% |
| 1Y | -17.2% | +34.2% | -51.4% | -19.1% |
| All | +123.0% | +651.7% | -528.6% | +81.4% |
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