+390.4%
DDOG vs ECHO
+149.8%
+240.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | +2.9% | +5.7% | -2.8% | +2.3% |
| 30D | -31.6% | +13.8% | -45.4% | -32.4% |
| 3M | -27.0% | +9.1% | -36.1% | -27.6% |
| 6M | -10.3% | -24.9% | +14.6% | -8.4% |
| YTD | +35.4% | -8.0% | +43.4% | +35.2% |
| 1Y | -1.0% | +42.9% | -43.9% | -5.1% |
| 3Y | +76.7% | +926.7% | -850.0% | +23.3% |
| 5Y | -4.6% | +230.4% | -235.0% | -22.7% |
| All | +390.4% | +149.8% | +240.7% | +329.8% |
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