+141.0%
ECHO vs DOC
+14.9%
+126.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.6% | -8.7% |
| 7D | -7.9% | +6.2% | -14.2% | -10.1% |
| 30D | -10.1% | +6.5% | -16.6% | -12.6% |
| 3M | +2.5% | -6.2% | +8.7% | +4.7% |
| 6M | -23.4% | +25.6% | -49.0% | -31.1% |
| YTD | -17.3% | +32.1% | -49.4% | -27.4% |
| 1Y | +24.3% | +20.3% | +4.0% | +13.3% |
| 3Y | +482.4% | +42.7% | +439.6% | +394.9% |
| 5Y | +243.7% | -22.2% | +265.9% | +258.7% |
| All | +141.0% | +14.9% | +126.1% | +123.5% |
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