+183.7%
ECHO vs DOC
-2.1%
+185.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | +3.4% | -1.5% | +4.9% | +4.0% |
| 30D | +2.4% | -4.8% | +7.1% | +4.3% |
| 3M | -28.0% | +6.9% | -34.8% | -30.2% |
| 6M | -21.2% | +20.7% | -42.0% | -27.7% |
| YTD | -17.4% | +34.1% | -51.5% | -27.6% |
| 1Y | +33.6% | +22.6% | +10.9% | +21.0% |
| 3Y | +419.7% | +20.8% | +398.8% | +371.6% |
| 5Y | +241.7% | -24.9% | +266.6% | +261.0% |
| All | +183.7% | -2.1% | +185.8% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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