+277.0%
ECHO vs DOC
-21.9%
+298.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -4.7% |
| 7D | +4.6% | +8.7% | -4.2% | +0.5% |
| 30D | +0.4% | +7.6% | -7.2% | -3.5% |
| 3M | +7.7% | -5.3% | +12.9% | +10.0% |
| 6M | -18.0% | +27.6% | -45.7% | -29.2% |
| YTD | -9.3% | +32.4% | -41.7% | -23.6% |
| 1Y | +34.2% | +22.9% | +11.4% | +17.5% |
| 3Y | +538.7% | +43.1% | +495.6% | +407.2% |
| All | +277.0% | -21.9% | +298.9% | +287.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling