+240.0%
ECHO vs DE
+953.8%
-713.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +3.4% | +10.0% | -6.6% | -0.5% |
| 30D | +2.4% | +13.3% | -11.0% | -3.0% |
| 3M | -28.0% | +17.5% | -45.5% | -33.0% |
| 6M | -21.2% | +13.6% | -34.8% | -26.1% |
| YTD | -17.4% | +49.8% | -67.2% | -31.1% |
| 1Y | +33.6% | +47.9% | -14.3% | +11.4% |
| 3Y | +419.7% | +72.5% | +347.1% | +308.2% |
| 5Y | +241.7% | +90.2% | +151.5% | +151.4% |
| 10Y | +180.8% | +865.4% | -684.6% | +9.4% |
| All | +240.0% | +953.8% | -713.8% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling