-100.0%
DFNS vs ECHO
+259.1%
-359.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +5.2% | -17.5% | -12.3% |
| 7D | -44.0% | -2.4% | -41.6% | -43.9% |
| 30D | -69.1% | -3.1% | -66.0% | -69.1% |
| 3M | -95.6% | +8.7% | -104.4% | -95.6% |
| 6M | -96.2% | -24.8% | -71.4% | -96.2% |
| YTD | -99.6% | -13.0% | -86.6% | -99.6% |
| 1Y | -99.7% | +33.9% | -133.7% | -99.7% |
| 3Y | -100.0% | +791.8% | -891.8% | -100.0% |
| 5Y | -100.0% | +261.7% | -361.7% | -100.0% |
| All | -100.0% | +259.1% | -359.1% | -100.0% |
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