-98.3%
DFNS vs ECHO
+40.1%
-138.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -16.0% | +3.4% | -19.4% | -16.9% |
| 30D | -77.7% | +2.4% | -80.1% | -77.7% |
| 3M | -77.2% | -28.0% | -49.2% | -74.4% |
| 6M | -95.2% | -21.2% | -73.9% | -94.7% |
| YTD | -98.0% | -17.4% | -80.6% | -97.7% |
| 1Y | -98.3% | +33.6% | -131.9% | -97.9% |
| All | -98.3% | +40.1% | -138.4% | -97.9% |
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 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