-99.9%
DFNS vs ECHO
+246.6%
-346.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.6% |
| 7D | +4.6% | +5.3% | -0.7% | +4.6% |
| 30D | -73.9% | +2.4% | -76.3% | -73.9% |
| 3M | -71.7% | -21.8% | -49.9% | -71.7% |
| 6M | -94.6% | -16.9% | -77.7% | -94.6% |
| YTD | -98.1% | -16.0% | -82.1% | -98.1% |
| 1Y | -98.3% | +9.3% | -107.6% | -98.3% |
| 3Y | -99.9% | +406.2% | -506.1% | -99.9% |
| 5Y | -99.9% | +251.0% | -350.8% | -99.9% |
| All | -99.9% | +246.6% | -346.4% | -99.8% |
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 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