+11.0%
DIA vs ECHO
+40.1%
-29.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.6% |
| 7D | -1.6% | +3.6% | -5.3% | -1.9% |
| 30D | +1.3% | +7.5% | -6.2% | +0.7% |
| 3M | -2.1% | +16.2% | -18.2% | -3.1% |
| 6M | +6.2% | -20.9% | +27.1% | +6.9% |
| YTD | +10.3% | -6.0% | +16.3% | +9.4% |
| 1Y | +11.0% | +43.4% | -32.4% | +8.2% |
| All | +11.0% | +40.1% | -29.1% | +8.2% |
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