+266.8%
ECHO vs DLR
+36.3%
+230.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.4% | +3.6% | +5.4% |
| 7D | +3.0% | +2.4% | +0.7% | +2.1% |
| 30D | +6.7% | +0.7% | +5.9% | +6.6% |
| 3M | +12.4% | -6.4% | +18.8% | +15.8% |
| 6M | -20.4% | -6.5% | -13.9% | -18.5% |
| YTD | -6.9% | +18.8% | -25.7% | -14.3% |
| 1Y | +37.7% | +9.0% | +28.7% | +31.5% |
| 3Y | +902.9% | +54.5% | +848.4% | +727.4% |
| All | +266.8% | +36.3% | +230.4% | +196.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling