+240.0%
ECHO vs DAR
+465.9%
-225.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +3.4% | +1.4% | +2.1% | +3.0% |
| 30D | +2.4% | +12.8% | -10.4% | -1.1% |
| 3M | -28.0% | +7.4% | -35.3% | -29.7% |
| 6M | -21.2% | +22.3% | -43.5% | -26.0% |
| YTD | -17.4% | +81.1% | -98.5% | -30.1% |
| 1Y | +33.6% | +106.5% | -72.9% | +8.1% |
| 3Y | +419.7% | +5.3% | +414.4% | +390.5% |
| 5Y | +241.7% | -11.5% | +253.3% | +227.3% |
| 10Y | +180.8% | +353.3% | -172.6% | +74.8% |
| All | +240.0% | +465.9% | -225.9% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling