+18.6%
DIA vs ECHO
+40.1%
-21.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | +3.4% | -3.6% | -0.4% |
| 30D | -1.5% | +2.4% | -3.9% | -1.7% |
| 3M | +3.8% | -28.0% | +31.7% | +5.3% |
| 6M | +10.3% | -21.2% | +31.5% | +11.1% |
| YTD | +12.1% | -17.4% | +29.5% | +12.5% |
| 1Y | +18.6% | +33.6% | -14.9% | +17.3% |
| All | +18.6% | +40.1% | -21.5% | +17.3% |
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