+294.4%
ECHO vs DAR
+347.7%
-53.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.8% | +3.4% |
| 7D | +2.2% | -3.8% | +6.0% | +3.3% |
| 30D | +9.8% | -14.4% | +24.2% | +14.4% |
| 3M | +16.8% | -17.9% | +34.8% | +22.5% |
| 6M | -18.1% | -18.3% | +0.2% | -14.3% |
| YTD | -4.2% | +43.2% | -47.4% | -14.0% |
| 1Y | +41.2% | +57.7% | -16.5% | +23.1% |
| 3Y | +943.7% | +22.7% | +921.0% | +846.1% |
| 5Y | +277.5% | -34.0% | +311.6% | +290.9% |
| 10Y | +159.8% | +279.5% | -119.7% | +69.6% |
| All | +294.4% | +347.7% | -53.3% | +99.6% |
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