+188.4%
ECHO vs DD
+67.0%
+121.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | +2.3% | -2.9% | +5.2% | +3.7% |
| 30D | +4.4% | -11.5% | +15.9% | +10.2% |
| 3M | -20.3% | -5.4% | -14.9% | -18.5% |
| 6M | -15.3% | -6.9% | -8.4% | -13.4% |
| YTD | -15.5% | +6.9% | -22.4% | -19.5% |
| 1Y | +15.0% | +35.6% | -20.7% | -2.6% |
| 3Y | +409.1% | +42.5% | +366.6% | +313.0% |
| 5Y | +260.6% | +58.5% | +202.2% | +173.1% |
| All | +188.4% | +67.0% | +121.4% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling