+412.7%
ECHO vs DG
+4.6%
+408.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.3% | -2.1% |
| 7D | +5.3% | -4.8% | +10.2% | +5.5% |
| 30D | +2.4% | +1.8% | +0.7% | +2.3% |
| 3M | -21.8% | +14.5% | -36.3% | -22.5% |
| 6M | -16.9% | -13.6% | -3.4% | -16.6% |
| YTD | -16.0% | -4.8% | -11.1% | -15.9% |
| 1Y | +9.3% | +21.6% | -12.3% | +8.7% |
| All | +412.7% | +4.6% | +408.1% | +411.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling