+240.0%
ECHO vs DKS
+606.2%
-366.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +3.4% | +3.0% | +0.4% | +2.7% |
| 30D | +2.4% | -30.5% | +32.9% | +9.5% |
| 3M | -28.0% | -35.7% | +7.7% | -21.6% |
| 6M | -21.2% | -29.7% | +8.4% | -16.5% |
| YTD | -17.4% | -28.9% | +11.5% | -12.9% |
| 1Y | +33.6% | -35.9% | +69.5% | +43.7% |
| 3Y | +419.7% | +28.2% | +391.5% | +356.4% |
| 5Y | +241.7% | +11.8% | +229.9% | +194.8% |
| 10Y | +180.8% | +211.6% | -30.9% | +67.7% |
| All | +240.0% | +606.2% | -366.1% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling