-6.8%
DDOG vs ECHO
+40.1%
-46.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.2% | +3.7% |
| 7D | -2.3% | +3.6% | -5.9% | -2.9% |
| 30D | -35.8% | +7.5% | -43.3% | -36.6% |
| 3M | -25.3% | +16.2% | -41.4% | -26.9% |
| 6M | -8.9% | -20.9% | +12.0% | -8.8% |
| YTD | +35.6% | -6.0% | +41.6% | +31.8% |
| 1Y | -6.8% | +43.4% | -50.2% | -17.6% |
| All | -6.8% | +40.1% | -46.9% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling