+240.0%
ECHO vs DD
+215.4%
+24.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | +3.4% | -3.5% | +6.9% | +4.8% |
| 30D | +2.4% | -10.3% | +12.7% | +6.6% |
| 3M | -28.0% | -7.5% | -20.4% | -25.9% |
| 6M | -21.2% | -8.0% | -13.2% | -19.3% |
| YTD | -17.4% | +10.5% | -27.9% | -21.6% |
| 1Y | +33.6% | +38.3% | -4.7% | +15.6% |
| 3Y | +419.7% | +42.5% | +377.2% | +338.0% |
| 5Y | +241.7% | +60.2% | +181.5% | +171.6% |
| 10Y | +180.8% | +68.9% | +111.9% | +106.2% |
| All | +240.0% | +215.4% | +24.6% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling