+273.4%
ECHO vs DOC
+79.7%
+193.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -4.1% |
| 7D | +4.6% | +8.7% | -4.2% | +2.1% |
| 30D | +0.4% | +7.6% | -7.2% | -1.9% |
| 3M | +7.7% | -5.3% | +12.9% | +9.0% |
| 6M | -18.0% | +27.6% | -45.7% | -24.3% |
| YTD | -9.3% | +32.4% | -41.7% | -17.2% |
| 1Y | +34.2% | +22.9% | +11.4% | +24.9% |
| 3Y | +538.7% | +43.1% | +495.6% | +470.7% |
| 5Y | +279.9% | -21.4% | +301.3% | +295.3% |
| 10Y | +168.2% | +16.8% | +151.3% | +144.3% |
| All | +273.4% | +79.7% | +193.7% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling