+283.1%
ECHO vs DAR
+356.0%
-72.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.7% | +2.3% | +5.7% |
| 7D | +3.0% | -2.8% | +5.8% | +3.9% |
| 30D | +6.7% | -12.8% | +19.5% | +10.6% |
| 3M | +12.4% | -11.6% | +24.0% | +15.5% |
| 6M | -20.4% | -16.8% | -3.6% | -17.2% |
| YTD | -6.9% | +45.9% | -52.8% | -16.9% |
| 1Y | +37.7% | +61.5% | -23.8% | +19.3% |
| 3Y | +902.9% | +23.0% | +879.9% | +808.8% |
| 5Y | +275.3% | -35.8% | +311.2% | +291.2% |
| 10Y | +159.0% | +280.4% | -121.4% | +68.9% |
| All | +283.1% | +356.0% | -72.8% | +93.0% |
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 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