+62.5%
DRAM vs ECHO
-16.5%
+79.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.3% | -2.1% | -3.6% |
| 7D | -16.6% | +4.6% | -21.2% | -18.6% |
| 30D | -26.9% | +0.4% | -27.3% | -27.2% |
| 3M | -17.8% | +7.7% | -25.5% | -21.0% |
| 6M | +6.2% | -18.0% | +24.3% | +9.2% |
| All | +62.5% | -16.5% | +79.0% | +66.7% |
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