+423.0%
ECHO vs DGX
+96.4%
+326.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | +3.7% | -0.9% | +4.6% | +3.7% |
| 30D | +0.7% | -1.2% | +1.8% | +0.7% |
| 3M | -27.3% | +15.8% | -43.1% | -27.8% |
| 6M | -17.0% | +18.2% | -35.1% | -17.6% |
| YTD | -14.3% | +37.2% | -51.5% | -16.7% |
| 1Y | +20.9% | +30.4% | -9.5% | +18.1% |
| 3Y | +423.0% | +96.7% | +326.3% | +345.8% |
| All | +423.0% | +96.4% | +326.5% | +345.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling