-31.9%
DIS vs ECHO
+260.3%
-292.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.7% |
| 7D | +5.2% | -2.4% | +7.6% | +5.4% |
| 30D | +11.5% | -3.1% | +14.6% | +11.5% |
| 3M | +11.5% | +8.7% | +2.8% | +10.7% |
| 6M | +8.9% | -24.8% | +33.6% | +10.5% |
| YTD | +3.4% | -13.0% | +16.4% | +3.5% |
| 1Y | +7.2% | +33.9% | -26.7% | +3.9% |
| 3Y | +43.3% | +791.8% | -748.5% | +7.2% |
| All | -31.9% | +260.3% | -292.2% | -42.3% |
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 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