+115.3%
DDOG vs ECHO
+436.9%
-321.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -1.5% |
| 7D | -6.1% | +8.6% | -14.7% | -6.5% |
| 30D | -10.1% | +3.8% | -13.9% | -10.4% |
| 3M | -9.3% | -19.9% | +10.6% | -8.2% |
| 6M | +67.2% | -12.1% | +79.2% | +67.5% |
| YTD | +54.6% | -14.1% | +68.6% | +55.1% |
| 1Y | +54.1% | +15.9% | +38.2% | +51.9% |
| 3Y | +115.3% | +417.8% | -302.6% | +90.7% |
| All | +115.3% | +436.9% | -321.6% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling