+9.3%
ECHO vs DAR
+116.5%
-107.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +2.4% | +7.4% | -5.0% | +1.9% |
| 3M | -21.8% | +15.7% | -37.5% | -22.8% |
| 6M | -16.9% | +30.0% | -46.9% | -18.7% |
| YTD | -16.0% | +87.5% | -103.5% | -19.4% |
| 1Y | +9.3% | +113.4% | -104.1% | +3.4% |
| All | +9.3% | +116.5% | -107.2% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling