+124.3%
DVN vs ECHO
+253.4%
-129.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.1% |
| 7D | +2.5% | +2.3% | +0.2% | +2.4% |
| 30D | +10.2% | +4.4% | +5.8% | +9.8% |
| 3M | +8.1% | -20.3% | +28.4% | +9.4% |
| 6M | +15.9% | -15.3% | +31.2% | +16.3% |
| YTD | +38.2% | -15.5% | +53.7% | +38.6% |
| 1Y | +44.5% | +15.0% | +29.5% | +41.2% |
| 3Y | +5.1% | +409.1% | -404.0% | -16.1% |
| 5Y | +124.3% | +260.6% | -136.3% | +95.1% |
| All | +124.3% | +253.4% | -129.1% | +95.1% |
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 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