+79.2%
DDOG vs ECHO
+842.2%
-763.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.9% | -6.6% | -0.1% |
| 7D | -16.9% | +3.0% | -19.9% | -17.0% |
| 30D | -38.8% | +6.7% | -45.4% | -39.0% |
| 3M | -23.2% | +12.4% | -35.6% | -23.8% |
| 6M | -10.3% | -20.4% | +10.2% | -9.5% |
| YTD | +32.1% | -6.9% | +39.0% | +31.8% |
| 1Y | -6.1% | +37.7% | -43.8% | -8.2% |
| 3Y | +79.2% | +902.9% | -823.7% | +59.2% |
| All | +79.2% | +842.2% | -763.0% | +59.2% |
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