+296.7%
ECHO vs DOCN
+74.7%
+222.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.7% | +9.7% | -1.9% |
| 7D | -2.4% | -19.2% | +16.8% | +0.9% |
| 30D | -3.1% | -43.1% | +39.9% | +5.3% |
| 3M | +8.7% | -40.7% | +49.4% | +16.8% |
| 6M | -24.8% | -55.0% | +30.2% | -16.4% |
| YTD | -13.0% | +50.6% | -63.6% | -22.2% |
| 1Y | +33.9% | +54.0% | -20.0% | +19.2% |
| 3Y | +791.8% | +203.9% | +587.9% | +599.0% |
| 5Y | +261.7% | -29.4% | +291.1% | +198.3% |
| All | +296.7% | +74.7% | +222.1% | +225.4% |
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