+33.6%
ECHO vs DKS
-32.3%
+65.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | +3.4% | +3.0% | +0.4% | +3.2% |
| 30D | +2.4% | -30.5% | +32.9% | +5.3% |
| 3M | -28.0% | -35.7% | +7.7% | -25.2% |
| 6M | -21.2% | -29.7% | +8.4% | -18.4% |
| YTD | -17.4% | -28.9% | +11.5% | -15.0% |
| 1Y | +33.6% | -35.9% | +69.5% | +40.1% |
| All | +33.6% | -32.3% | +65.9% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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