+2,662.4%
DELL vs ECHO
+144.4%
+2,518.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.9% | -9.1% | -7.5% |
| 7D | +4.9% | +5.7% | -0.8% | +3.8% |
| 30D | -32.1% | +13.8% | -45.9% | -33.4% |
| 3M | -30.2% | +9.1% | -39.3% | -31.1% |
| 6M | +41.7% | -24.9% | +66.6% | +47.3% |
| YTD | +176.6% | -8.0% | +184.6% | +177.5% |
| 1Y | +159.9% | +42.9% | +117.0% | +144.0% |
| 3Y | +388.0% | +926.7% | -538.7% | +168.7% |
| 5Y | +578.2% | +230.4% | +347.8% | +407.3% |
| All | +2,662.4% | +144.4% | +2,518.0% | +2,150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling