-22.5%
DIS vs ECHO
+227.9%
-250.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | +1.9% | +5.7% | -3.8% | +1.5% |
| 30D | +9.2% | +13.8% | -4.7% | +8.0% |
| 3M | +13.5% | +9.1% | +4.4% | +12.6% |
| 6M | +14.3% | -24.9% | +39.2% | +16.1% |
| YTD | +5.4% | -8.0% | +13.4% | +5.0% |
| 1Y | +12.2% | +42.9% | -30.7% | +8.1% |
| 3Y | +37.2% | +926.7% | -889.5% | -1.0% |
| All | -22.5% | +227.9% | -250.4% | -30.5% |
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 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