-99.9%
DFNS vs ECHO
+255.2%
-355.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.9% |
| 7D | +0.8% | +8.6% | -7.8% | +0.7% |
| 30D | -73.2% | +3.8% | -77.0% | -73.2% |
| 3M | -72.4% | -19.9% | -52.6% | -72.4% |
| 6M | -95.2% | -12.1% | -83.2% | -95.2% |
| YTD | -98.0% | -14.1% | -83.9% | -98.0% |
| 1Y | -98.3% | +15.9% | -114.1% | -98.2% |
| 3Y | -99.9% | +417.8% | -517.7% | -99.9% |
| 5Y | -99.9% | +259.3% | -359.2% | -99.8% |
| All | -99.9% | +255.2% | -355.1% | -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 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