+33.6%
ECHO vs DBX
+20.4%
+13.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | +3.4% | -2.4% | +5.8% | +3.4% |
| 30D | +2.4% | -0.5% | +2.8% | +2.4% |
| 3M | -28.0% | +28.1% | -56.0% | -28.7% |
| 6M | -21.2% | +33.1% | -54.3% | -21.7% |
| YTD | -17.4% | +25.3% | -42.7% | -17.8% |
| 1Y | +33.6% | +18.3% | +15.2% | +32.7% |
| All | +33.6% | +20.4% | +13.2% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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