+259.0%
ECHO vs DG
-37.9%
+296.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.0% | +4.3% |
| 7D | +8.6% | -2.5% | +11.0% | +8.8% |
| 30D | +3.8% | +1.0% | +2.7% | +3.6% |
| 3M | -19.9% | +20.3% | -40.2% | -21.3% |
| 6M | -12.1% | -11.7% | -0.3% | -11.4% |
| YTD | -14.1% | -2.3% | -11.7% | -14.1% |
| 1Y | +15.9% | +20.0% | -4.1% | +13.9% |
| 3Y | +417.8% | +7.2% | +410.6% | +419.2% |
| All | +259.0% | -37.9% | +296.9% | +294.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling