+319.3%
ECHO vs DOCN
+108.0%
+211.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +2.6% |
| 7D | +5.7% | +19.1% | -13.4% | +2.6% |
| 30D | +13.8% | -21.0% | +34.8% | +17.6% |
| 3M | +9.1% | -34.7% | +43.8% | +15.3% |
| 6M | -24.9% | -45.8% | +20.8% | -19.0% |
| YTD | -8.0% | +79.4% | -87.4% | -20.1% |
| 1Y | +42.9% | +91.0% | -48.1% | +22.9% |
| 3Y | +926.7% | +237.5% | +689.2% | +688.9% |
| 5Y | +230.4% | -30.4% | +260.8% | +164.6% |
| All | +319.3% | +108.0% | +211.3% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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