+273.4%
ECHO vs DECK
+965.8%
-692.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.0% | -9.2% | -4.5% |
| 7D | +4.6% | +10.4% | -5.8% | +2.3% |
| 30D | +0.4% | +11.1% | -10.7% | -2.0% |
| 3M | +7.7% | -10.8% | +18.4% | +9.8% |
| 6M | -18.0% | -8.7% | -9.3% | -17.2% |
| YTD | -9.3% | -14.0% | +4.8% | -8.1% |
| 1Y | +34.2% | +12.0% | +22.2% | +28.2% |
| 3Y | +538.7% | -10.5% | +549.2% | +517.5% |
| 5Y | +279.9% | +28.5% | +251.4% | +230.2% |
| 10Y | +168.2% | +923.3% | -755.1% | +45.1% |
| All | +273.4% | +965.8% | -692.4% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling