+153.6%
ECHO vs DOC
+15.7%
+137.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -2.4% | +6.5% | -8.9% | -4.8% |
| 30D | -3.1% | +9.2% | -12.3% | -6.8% |
| 3M | +8.7% | -2.5% | +11.2% | +9.3% |
| 6M | -24.8% | +7.1% | -31.8% | -27.5% |
| YTD | -13.0% | +33.0% | -45.9% | -23.8% |
| 1Y | +33.9% | +23.3% | +10.7% | +20.8% |
| 3Y | +791.8% | +44.9% | +746.9% | +652.2% |
| 5Y | +261.7% | -21.6% | +283.3% | +276.3% |
| All | +153.6% | +15.7% | +137.8% | +134.5% |
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