+259.3%
ECHO vs DD
+61.7%
+197.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +8.6% | -0.6% | +9.2% | +8.8% |
| 30D | +3.8% | -7.4% | +11.2% | +7.3% |
| 3M | -19.9% | -6.4% | -13.5% | -17.8% |
| 6M | -12.1% | -2.5% | -9.6% | -12.0% |
| YTD | -14.1% | +10.2% | -24.3% | -19.5% |
| 1Y | +15.9% | +36.9% | -21.1% | -3.0% |
| 3Y | +417.8% | +47.0% | +370.8% | +307.6% |
| 5Y | +259.3% | +63.1% | +196.2% | +166.8% |
| All | +259.3% | +61.7% | +197.6% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling