+183.7%
ECHO vs DECK
+718.3%
-534.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.3% |
| 7D | +3.4% | -2.2% | +5.6% | +3.9% |
| 30D | +2.4% | -13.6% | +16.0% | +5.7% |
| 3M | -28.0% | -21.2% | -6.7% | -24.2% |
| 6M | -21.2% | -21.1% | -0.2% | -17.6% |
| YTD | -17.4% | -17.2% | -0.2% | -15.2% |
| 1Y | +33.6% | -30.7% | +64.3% | +42.0% |
| 3Y | +419.7% | -3.4% | +423.0% | +386.7% |
| 5Y | +241.7% | +25.5% | +216.2% | +189.9% |
| All | +183.7% | +718.3% | -534.6% | +64.6% |
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