+319.1%
DELL vs ECHO
+40.1%
+278.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +14.9% | +3.4% | +11.5% | +14.0% |
| 30D | +13.3% | +2.4% | +10.9% | +12.8% |
| 3M | +24.4% | -28.0% | +52.3% | +30.6% |
| 6M | +258.0% | -21.2% | +279.3% | +262.9% |
| YTD | +320.2% | -17.4% | +337.6% | +320.8% |
| 1Y | +319.1% | +33.6% | +285.5% | +304.3% |
| All | +319.1% | +40.1% | +278.9% | +304.3% |
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