+141.0%
ECHO vs DECK
+885.7%
-744.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.5% | -7.3% | -8.5% |
| 7D | -7.9% | +6.0% | -13.9% | -9.2% |
| 30D | -10.1% | +7.4% | -17.5% | -11.8% |
| 3M | +2.5% | -11.7% | +14.1% | +5.0% |
| 6M | -23.4% | -11.0% | -12.4% | -22.0% |
| YTD | -17.3% | -15.4% | -1.9% | -15.8% |
| 1Y | +24.3% | +7.2% | +17.1% | +19.2% |
| 3Y | +482.4% | -11.8% | +494.2% | +458.9% |
| 5Y | +243.7% | +24.3% | +219.4% | +192.5% |
| All | +141.0% | +885.7% | -744.7% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling