+926.7%
ECHO vs DE
+88.0%
+838.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +5.7% | +0.3% | +5.4% | +5.6% |
| 30D | +13.8% | +3.6% | +10.3% | +12.1% |
| 3M | +9.1% | +10.2% | -1.2% | +3.7% |
| 6M | -24.9% | +16.6% | -41.5% | -31.2% |
| YTD | -8.0% | +45.8% | -53.8% | -28.2% |
| 1Y | +42.9% | +43.9% | -1.0% | +11.8% |
| 3Y | +926.7% | +89.6% | +837.1% | +567.3% |
| All | +926.7% | +88.0% | +838.7% | +567.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 3y: compounded portfolio wealth divided by compounded DE 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…
3y analysis · Full analysis span regression · 6 months rolling