+234.6%
ECHO vs DBX
+24.0%
+210.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +5.7% | -3.3% | +8.9% | +6.3% |
| 30D | +13.8% | -5.9% | +19.7% | +15.0% |
| 3M | +9.1% | -6.7% | +15.8% | +10.0% |
| 6M | -24.9% | +28.0% | -52.9% | -30.7% |
| YTD | -8.0% | +20.6% | -28.6% | -14.2% |
| 1Y | +42.9% | +10.3% | +32.6% | +36.4% |
| 3Y | +926.7% | +24.0% | +902.6% | +793.6% |
| All | +234.6% | +24.0% | +210.6% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling