+240.0%
ECHO vs DLR
+909.2%
-669.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.4% | +1.6% | +1.8% | +3.0% |
| 30D | +2.4% | -3.4% | +5.7% | +3.3% |
| 3M | -28.0% | +0.5% | -28.5% | -28.3% |
| 6M | -21.2% | +4.6% | -25.8% | -22.4% |
| YTD | -17.4% | +23.4% | -40.8% | -22.4% |
| 1Y | +33.6% | +19.0% | +14.6% | +26.3% |
| 3Y | +419.7% | +56.5% | +363.1% | +359.3% |
| 5Y | +241.7% | +33.3% | +208.4% | +208.2% |
| 10Y | +180.8% | +165.1% | +15.6% | +106.7% |
| All | +240.0% | +909.2% | -669.2% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling