+191.3%
ECHO vs DLR
+168.0%
+23.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +5.3% | +2.9% | +2.4% | +4.4% |
| 30D | +2.4% | -1.2% | +3.6% | +2.8% |
| 3M | -21.8% | +2.9% | -24.7% | -22.8% |
| 6M | -16.9% | +6.7% | -23.6% | -18.9% |
| YTD | -16.0% | +23.9% | -39.9% | -21.9% |
| 1Y | +9.3% | +18.6% | -9.4% | +2.6% |
| 3Y | +406.2% | +59.7% | +346.5% | +339.2% |
| 5Y | +251.0% | +42.1% | +208.9% | +206.1% |
| 10Y | +191.3% | +176.7% | +14.6% | +130.5% |
| All | +191.3% | +168.0% | +23.2% | +130.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling