+44.6%
DXCM vs ECHO
+34.5%
+10.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.3% | +9.9% | +6.7% |
| 7D | +12.5% | +4.6% | +8.0% | +12.3% |
| 30D | +1.8% | +0.4% | +1.4% | +1.9% |
| 3M | +1.8% | +7.7% | -5.9% | +1.4% |
| 6M | +47.4% | -18.0% | +65.4% | +50.1% |
| YTD | +33.3% | -9.3% | +42.6% | +33.3% |
| 1Y | +44.6% | +34.2% | +10.4% | +40.0% |
| All | +44.6% | +34.5% | +10.1% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling