+143.3%
DELL vs ECHO
+34.5%
+108.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.3% | -5.6% | -7.7% |
| 7D | -24.6% | +4.6% | -29.2% | -25.6% |
| 30D | -32.5% | +0.4% | -32.9% | -32.7% |
| 3M | -20.2% | +7.7% | -27.9% | -22.1% |
| 6M | +76.5% | -18.0% | +94.5% | +77.8% |
| YTD | +198.9% | -9.3% | +208.2% | +185.2% |
| 1Y | +143.3% | +34.2% | +109.1% | +111.5% |
| All | +143.3% | +34.5% | +108.8% | +111.5% |
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