+153.6%
ECHO vs DECK
+874.1%
-720.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.4% |
| 7D | -2.4% | +5.8% | -8.2% | -3.7% |
| 30D | -3.1% | +7.9% | -11.0% | -5.1% |
| 3M | +8.7% | -11.4% | +20.1% | +11.3% |
| 6M | -24.8% | -16.6% | -8.2% | -22.3% |
| YTD | -13.0% | -16.4% | +3.4% | -11.2% |
| 1Y | +33.9% | +8.6% | +25.3% | +28.0% |
| 3Y | +791.8% | -15.1% | +806.9% | +766.0% |
| 5Y | +261.7% | +22.9% | +238.8% | +208.6% |
| All | +153.6% | +874.1% | -720.5% | +40.9% |
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