+188.4%
ECHO vs DKS
+199.2%
-10.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +2.3% | -4.7% | +7.0% | +3.3% |
| 30D | +4.4% | -35.1% | +39.5% | +12.5% |
| 3M | -20.3% | -37.7% | +17.4% | -13.5% |
| 6M | -15.3% | -30.7% | +15.4% | -10.5% |
| YTD | -15.5% | -31.9% | +16.4% | -10.6% |
| 1Y | +15.0% | -40.0% | +55.0% | +24.5% |
| 3Y | +409.1% | +28.4% | +380.7% | +351.4% |
| 5Y | +260.6% | +12.4% | +248.2% | +214.4% |
| All | +188.4% | +199.2% | -10.8% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling