+499.9%
DDOG vs ECHO
+128.1%
+371.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.2% | +9.4% | +7.4% |
| 7D | +7.7% | +5.3% | +2.3% | +7.1% |
| 30D | -13.6% | +2.4% | -16.1% | -13.8% |
| 3M | -0.9% | -21.8% | +20.9% | +1.1% |
| 6M | +75.2% | -16.9% | +92.1% | +76.8% |
| YTD | +65.7% | -16.0% | +81.6% | +66.8% |
| 1Y | +60.4% | +9.3% | +51.1% | +57.4% |
| 3Y | +130.7% | +406.2% | -275.5% | +78.8% |
| 5Y | +59.9% | +251.0% | -191.1% | +28.8% |
| All | +499.9% | +128.1% | +371.8% | +430.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling