+198.0%
ECHO vs DAR
+361.9%
-163.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.1% |
| 7D | +8.6% | -0.9% | +9.4% | +8.9% |
| 30D | +3.8% | +13.0% | -9.2% | -0.7% |
| 3M | -19.9% | +15.0% | -34.9% | -24.1% |
| 6M | -12.1% | +26.8% | -38.9% | -19.8% |
| YTD | -14.1% | +86.4% | -100.5% | -31.5% |
| 1Y | +15.9% | +115.1% | -99.2% | -13.1% |
| 3Y | +417.8% | +14.6% | +403.2% | +368.0% |
| 5Y | +259.3% | -8.8% | +268.1% | +235.4% |
| All | +198.0% | +361.9% | -163.9% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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