+151.3%
ECHO vs DLR
+188.5%
-37.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.6% | -2.0% | +5.7% | +4.5% |
| 30D | +7.5% | +0.5% | +6.9% | +7.5% |
| 3M | +16.2% | -4.4% | +20.6% | +18.0% |
| 6M | -20.9% | -6.4% | -14.4% | -19.4% |
| YTD | -6.0% | +19.5% | -25.5% | -11.6% |
| 1Y | +43.4% | +10.5% | +32.8% | +38.1% |
| 3Y | +924.0% | +54.0% | +870.0% | +794.8% |
| 5Y | +249.6% | +39.7% | +209.9% | +207.4% |
| 10Y | +151.3% | +189.5% | -38.2% | +101.2% |
| All | +151.3% | +188.5% | -37.3% | +101.2% |
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