+1,106.2%
DELL vs ECHO
+252.6%
+853.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +8.7% | +5.3% | +3.4% | +8.2% |
| 30D | +16.9% | +2.4% | +14.5% | +16.7% |
| 3M | +40.4% | -21.8% | +62.2% | +43.5% |
| 6M | +267.1% | -16.9% | +284.0% | +271.6% |
| YTD | +329.1% | -16.0% | +345.1% | +333.5% |
| 1Y | +346.9% | +9.3% | +337.6% | +340.8% |
| 3Y | +696.6% | +406.2% | +290.4% | +549.3% |
| 5Y | +1,106.2% | +251.0% | +855.2% | +944.8% |
| All | +1,106.2% | +252.6% | +853.6% | +944.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling