+278.6%
ECHO vs DKS
+666.9%
-388.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.3% |
| 7D | +5.7% | +6.3% | -0.6% | +4.3% |
| 30D | +13.8% | +9.3% | +4.5% | +11.1% |
| 3M | +9.1% | -25.3% | +34.4% | +14.1% |
| 6M | -24.9% | -29.2% | +4.3% | -20.8% |
| YTD | -8.0% | -22.7% | +14.7% | -5.4% |
| 1Y | +42.9% | -30.1% | +73.0% | +50.2% |
| 3Y | +926.7% | +45.6% | +881.1% | +769.1% |
| 5Y | +230.4% | +28.5% | +201.9% | +175.3% |
| 10Y | +145.9% | +235.2% | -89.4% | +43.8% |
| All | +278.6% | +666.9% | -388.3% | +47.7% |
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