+4,681.2%
DELL vs ECHO
+187.9%
+4,493.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +14.9% | +3.4% | +11.5% | +14.3% |
| 30D | +13.3% | +2.4% | +10.9% | +13.0% |
| 3M | +24.4% | -28.0% | +52.3% | +30.4% |
| 6M | +258.0% | -21.2% | +279.3% | +268.2% |
| YTD | +320.2% | -17.4% | +337.6% | +328.3% |
| 1Y | +319.1% | +33.6% | +285.5% | +295.9% |
| 3Y | +706.5% | +419.7% | +286.9% | +420.3% |
| 5Y | +1,071.9% | +241.7% | +830.2% | +739.7% |
| 10Y | +4,683.5% | +180.8% | +4,502.7% | +3,808.3% |
| All | +4,681.2% | +187.9% | +4,493.3% | +3,791.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling