+636.7%
DELL vs ECHO
+408.9%
+227.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.4% |
| 7D | -1.9% | +2.3% | -4.2% | -2.1% |
| 30D | +14.9% | +4.4% | +10.5% | +14.5% |
| 3M | +37.2% | -20.3% | +57.5% | +39.1% |
| 6M | +254.0% | -15.3% | +269.3% | +256.5% |
| YTD | +306.1% | -15.5% | +321.6% | +308.8% |
| 1Y | +312.3% | +15.0% | +297.3% | +307.6% |
| All | +636.7% | +408.9% | +227.8% | +569.9% |
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