+245.8%
ECHO vs DGX
+511.8%
-266.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +5.3% | -2.2% | +7.6% | +6.2% |
| 30D | +2.4% | -0.9% | +3.3% | +2.7% |
| 3M | -21.8% | +15.6% | -37.4% | -26.1% |
| 6M | -16.9% | +17.8% | -34.7% | -22.4% |
| YTD | -16.0% | +37.5% | -53.4% | -26.2% |
| 1Y | +9.3% | +31.2% | -21.9% | -2.7% |
| 3Y | +406.2% | +96.6% | +309.6% | +278.0% |
| 5Y | +251.0% | +64.9% | +186.0% | +176.6% |
| 10Y | +191.3% | +254.6% | -63.3% | +59.6% |
| All | +245.8% | +511.8% | -266.1% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling