+502.2%
ECHO vs DG
+614.5%
-112.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +1.9% |
| 7D | +5.7% | +0.3% | +5.4% | +5.7% |
| 30D | +13.8% | +3.2% | +10.6% | +13.1% |
| 3M | +9.1% | +10.4% | -1.3% | +7.3% |
| 6M | -24.9% | +33.2% | -58.1% | -28.2% |
| YTD | -8.0% | +3.0% | -11.0% | -9.1% |
| 1Y | +42.9% | +31.2% | +11.7% | +36.5% |
| 3Y | +926.7% | +21.8% | +904.9% | +870.9% |
| 5Y | +230.4% | -35.0% | +265.3% | +243.3% |
| 10Y | +145.9% | +106.0% | +39.8% | +105.9% |
| All | +502.2% | +614.5% | -112.3% | +297.5% |
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