+34.2%
ECHO vs DLR
+11.0%
+23.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.8% | -4.2% |
| 7D | +4.6% | +2.8% | +1.7% | +3.5% |
| 30D | +0.4% | +2.8% | -2.4% | -0.5% |
| 3M | +7.7% | -4.0% | +11.7% | +8.4% |
| 6M | -18.0% | -5.6% | -12.4% | -16.6% |
| YTD | -9.3% | +21.9% | -31.2% | -10.7% |
| 1Y | +34.2% | +13.0% | +21.2% | +35.9% |
| All | +34.2% | +11.0% | +23.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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