+126.0%
DUK vs ECHO
+197.5%
-71.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -0.7% | +3.7% | -4.4% | -0.8% |
| 30D | -2.4% | +0.7% | -3.1% | -2.5% |
| 3M | -3.0% | -27.3% | +24.3% | -1.7% |
| 6M | -6.6% | -17.0% | +10.4% | -6.1% |
| YTD | +4.6% | -14.3% | +18.9% | +4.7% |
| 1Y | +1.2% | +20.9% | -19.7% | -0.6% |
| 3Y | +45.7% | +423.0% | -377.3% | +22.4% |
| 5Y | +40.3% | +265.7% | -225.4% | +21.7% |
| All | +126.0% | +197.5% | -71.5% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling