+15.0%
ECHO vs DBX
+12.7%
+2.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +2.3% | -1.8% | +4.1% | +2.3% |
| 30D | +4.4% | +2.8% | +1.6% | +4.5% |
| 3M | -20.3% | +26.8% | -47.1% | -20.2% |
| 6M | -15.3% | +32.8% | -48.1% | -14.8% |
| YTD | -15.5% | +26.1% | -41.6% | -15.9% |
| 1Y | +15.0% | +14.1% | +0.8% | +8.7% |
| All | +15.0% | +12.7% | +2.2% | +8.7% |
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