+412.7%
ECHO vs DLR
+58.6%
+354.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +5.3% | +2.9% | +2.4% | +3.8% |
| 30D | +2.4% | -1.2% | +3.6% | +3.1% |
| 3M | -21.8% | +2.9% | -24.7% | -23.6% |
| 6M | -16.9% | +6.7% | -23.6% | -20.6% |
| YTD | -16.0% | +23.9% | -39.9% | -27.0% |
| 1Y | +9.3% | +18.6% | -9.4% | -3.4% |
| All | +412.7% | +58.6% | +354.1% | +260.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling