+371.9%
DUK vs ECHO
+229.4%
+142.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.6% |
| 7D | +0.7% | +8.6% | -7.9% | +0.1% |
| 30D | -2.0% | +3.8% | -5.8% | -2.3% |
| 3M | +0.2% | -19.9% | +20.1% | +1.5% |
| 6M | -6.9% | -12.1% | +5.2% | -6.6% |
| YTD | +6.1% | -14.1% | +20.2% | +6.3% |
| 1Y | +4.4% | +15.9% | -11.4% | +1.9% |
| 3Y | +49.1% | +417.8% | -368.7% | +16.6% |
| 5Y | +39.6% | +259.3% | -219.7% | +12.8% |
| 10Y | +125.1% | +192.7% | -67.6% | +81.5% |
| All | +371.9% | +229.4% | +142.5% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling