+16.2%
DIA vs ECHO
+9.3%
+6.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -1.2% | +5.3% | -6.6% | -1.6% |
| 30D | -2.7% | +2.4% | -5.1% | -2.9% |
| 3M | +3.3% | -21.8% | +25.1% | +4.5% |
| 6M | +10.4% | -16.9% | +27.4% | +11.0% |
| YTD | +10.0% | -16.0% | +26.0% | +10.1% |
| 1Y | +16.2% | +9.3% | +6.9% | +14.5% |
| All | +16.2% | +9.3% | +6.9% | +14.5% |
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