+240.0%
ECHO vs DECK
+926.4%
-686.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 3M | -28.0% | -21.2% | -6.7% | -24.5% |
| 6M | -21.2% | -21.1% | -0.2% | -17.9% |
| YTD | -17.4% | -17.2% | -0.2% | -15.4% |
| 1Y | +33.6% | -30.7% | +64.3% | +41.0% |
| 3Y | +419.7% | -3.4% | +423.0% | +393.1% |
| 5Y | +241.7% | +25.5% | +216.2% | +198.0% |
| 10Y | +180.8% | +714.7% | -533.9% | +59.0% |
| All | +240.0% | +926.4% | -686.3% | +45.2% |
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