+224.2%
ECHO vs DD
+67.6%
+156.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | +9.1% | +6.7% | +2.4% | +6.0% |
| 30D | +7.2% | +19.4% | -12.2% | -0.9% |
| 3M | +6.1% | +7.6% | -1.5% | +2.6% |
| 6M | -24.2% | +2.9% | -27.0% | -25.5% |
| YTD | -9.7% | +29.9% | -39.6% | -21.5% |
| 1Y | +40.9% | +28.6% | +12.3% | +23.1% |
| 3Y | +883.3% | +90.0% | +793.3% | +585.4% |
| 5Y | +224.2% | +68.1% | +156.0% | +131.9% |
| All | +224.2% | +67.6% | +156.6% | +131.9% |
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