+67.3%
DVN vs ECHO
+197.5%
-130.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +4.5% | +3.7% | +0.8% | +3.8% |
| 30D | +12.0% | +0.7% | +11.3% | +11.7% |
| 3M | +13.4% | -27.3% | +40.7% | +19.8% |
| 6M | +12.1% | -17.0% | +29.1% | +13.7% |
| YTD | +38.8% | -14.3% | +53.1% | +39.1% |
| 1Y | +46.0% | +20.9% | +25.1% | +35.3% |
| 3Y | +9.5% | +423.0% | -413.5% | -48.1% |
| 5Y | +125.3% | +265.7% | -140.4% | +22.0% |
| All | +67.3% | +197.5% | -130.3% | +5.0% |
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