+42.9%
ECHO vs DBX
+9.0%
+33.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +5.7% | -3.3% | +8.9% | +5.4% |
| 30D | +13.8% | -5.9% | +19.7% | +13.3% |
| 3M | +9.1% | -6.7% | +15.8% | +8.7% |
| 6M | -24.9% | +28.0% | -52.9% | -24.1% |
| YTD | -8.0% | +20.6% | -28.6% | -10.1% |
| 1Y | +42.9% | +10.3% | +32.6% | +32.7% |
| All | +42.9% | +9.0% | +33.9% | +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