+11.7%
DASH vs ECHO
+298.8%
-287.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | +3.4% | -14.0% | -10.9% |
| 30D | +2.2% | +2.4% | -0.2% | +1.8% |
| 3M | +32.3% | -28.0% | +60.2% | +37.0% |
| 6M | +19.1% | -21.2% | +40.4% | +21.7% |
| YTD | -6.5% | -17.4% | +10.9% | -5.3% |
| 1Y | -14.9% | +33.6% | -48.5% | -18.8% |
| 3Y | +151.9% | +419.7% | -267.7% | +77.1% |
| 5Y | +9.4% | +241.7% | -232.3% | -15.6% |
| All | +11.7% | +298.8% | -287.0% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling