+33.6%
ECHO vs DGX
+33.7%
-0.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | -0.2% |
| 7D | +3.4% | -2.3% | +5.7% | +3.0% |
| 30D | +2.4% | +0.6% | +1.8% | +2.5% |
| 3M | -28.0% | +21.4% | -49.4% | -25.1% |
| 6M | -21.2% | +14.7% | -36.0% | -18.4% |
| YTD | -17.4% | +38.4% | -55.8% | -13.1% |
| 1Y | +33.6% | +34.0% | -0.4% | +40.8% |
| All | +33.6% | +33.7% | -0.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling