+391.0%
DDOG vs ECHO
+155.2%
+235.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.2% | +3.5% |
| 7D | -2.3% | +3.6% | -5.9% | -2.7% |
| 30D | -35.8% | +7.5% | -43.3% | -36.2% |
| 3M | -25.3% | +16.2% | -41.4% | -26.4% |
| 6M | -8.9% | -20.9% | +12.0% | -7.4% |
| YTD | +35.6% | -6.0% | +41.6% | +35.1% |
| 1Y | -6.8% | +43.4% | -50.2% | -10.7% |
| 3Y | +77.9% | +924.0% | -846.2% | +24.4% |
| 5Y | -3.1% | +249.6% | -252.8% | -22.0% |
| All | +391.0% | +155.2% | +235.8% | +329.4% |
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 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