+106.7%
ECHO vs DBX
+20.1%
+86.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +3.4% | -2.4% | +5.8% | +4.0% |
| 30D | +2.4% | -0.5% | +2.8% | +2.3% |
| 3M | -28.0% | +28.1% | -56.0% | -32.1% |
| 6M | -21.2% | +33.1% | -54.3% | -27.0% |
| YTD | -17.4% | +25.3% | -42.7% | -22.4% |
| 1Y | +33.6% | +18.3% | +15.2% | +26.6% |
| 3Y | +419.7% | +25.0% | +394.7% | +374.9% |
| 5Y | +241.7% | +7.5% | +234.2% | +214.5% |
| All | +106.7% | +20.1% | +86.6% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling