+192.5%
ECHO vs DLTR
+45.3%
+147.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +3.7% | -10.1% | +13.8% | +6.3% |
| 30D | +0.7% | -8.1% | +8.8% | +2.5% |
| 3M | -27.3% | +2.9% | -30.2% | -28.3% |
| 6M | -17.0% | +4.3% | -21.3% | -18.8% |
| YTD | -14.3% | -3.9% | -10.4% | -14.7% |
| 1Y | +20.9% | +18.9% | +2.0% | +13.7% |
| 3Y | +423.0% | +1.9% | +421.1% | +396.3% |
| 5Y | +265.7% | +31.0% | +234.7% | +216.5% |
| All | +192.5% | +45.3% | +147.2% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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