+424.5%
ECHO vs DBX
+20.8%
+403.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +7.0% | +4.5% |
| 7D | +8.6% | -1.3% | +9.9% | +8.8% |
| 30D | +3.8% | -2.9% | +6.6% | +4.1% |
| 3M | -19.9% | +23.8% | -43.7% | -23.4% |
| 6M | -12.1% | +26.2% | -38.3% | -16.6% |
| YTD | -14.1% | +21.6% | -35.7% | -17.8% |
| 1Y | +15.9% | +11.4% | +4.4% | +12.6% |
| All | +424.5% | +20.8% | +403.8% | +305.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling