-14.9%
DVN vs ECHO
+229.4%
-244.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.4% |
| 7D | -1.3% | +8.6% | -9.9% | -3.5% |
| 30D | +12.6% | +3.8% | +8.9% | +11.3% |
| 3M | +8.1% | -19.9% | +28.0% | +13.1% |
| 6M | +10.2% | -12.1% | +22.2% | +10.5% |
| YTD | +33.8% | -14.1% | +47.8% | +33.8% |
| 1Y | +43.9% | +15.9% | +28.0% | +30.7% |
| 3Y | +1.7% | +417.8% | -416.1% | -62.0% |
| 5Y | +119.6% | +259.3% | -139.7% | -7.0% |
| 10Y | +53.7% | +192.7% | -139.0% | -27.0% |
| All | -14.9% | +229.4% | -244.3% | -72.3% |
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