-7.0%
DASH vs ECHO
+260.3%
-267.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.1% | -5.5% | -9.1% |
| 7D | +0.4% | -2.4% | +2.8% | +0.6% |
| 30D | -6.0% | -3.1% | -2.9% | -5.8% |
| 3M | -15.8% | +8.7% | -24.5% | -16.8% |
| 6M | +7.0% | -24.8% | +31.7% | +9.9% |
| YTD | -20.7% | -13.0% | -7.7% | -20.3% |
| 1Y | -8.5% | +33.9% | -42.5% | -12.7% |
| 3Y | +101.8% | +791.8% | -690.0% | +22.1% |
| All | -7.0% | +260.3% | -267.3% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling