+42.9%
ECHO vs DLR
+13.8%
+29.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.7% |
| 7D | +5.7% | +3.3% | +2.4% | +4.2% |
| 30D | +13.8% | +4.6% | +9.2% | +12.3% |
| 3M | +9.1% | -8.3% | +17.4% | +11.5% |
| 6M | -24.9% | -5.6% | -19.3% | -23.4% |
| YTD | -8.0% | +18.7% | -26.7% | -6.1% |
| 1Y | +42.9% | +17.1% | +25.8% | +45.4% |
| All | +42.9% | +13.8% | +29.1% | +45.4% |
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