+440.8%
ECHO vs DG
+606.1%
-165.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +3.4% | +8.4% | -5.0% | +2.3% |
| 30D | +2.4% | +4.9% | -2.6% | +1.6% |
| 3M | -28.0% | +29.3% | -57.3% | -30.6% |
| 6M | -21.2% | -11.3% | -10.0% | -20.3% |
| YTD | -17.4% | +1.8% | -19.1% | -17.9% |
| 1Y | +33.6% | +25.3% | +8.3% | +28.6% |
| 3Y | +419.7% | +9.1% | +410.6% | +401.4% |
| 5Y | +241.7% | -34.9% | +276.6% | +255.8% |
| 10Y | +180.8% | +108.2% | +72.6% | +135.2% |
| All | +440.8% | +606.1% | -165.3% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling