+324.3%
ECHO vs DOCN
+88.7%
+235.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.0% | -1.1% | +5.6% |
| 7D | +3.0% | -12.8% | +15.8% | +5.3% |
| 30D | +6.7% | -41.9% | +48.6% | +15.8% |
| 3M | +12.4% | -36.9% | +49.3% | +19.7% |
| 6M | -20.4% | -52.2% | +31.8% | -12.3% |
| YTD | -6.9% | +62.7% | -69.6% | -17.7% |
| 1Y | +37.7% | +58.2% | -20.5% | +22.2% |
| 3Y | +902.9% | +219.5% | +683.4% | +680.4% |
| 5Y | +275.3% | -32.9% | +308.2% | +205.5% |
| All | +324.3% | +88.7% | +235.6% | +244.2% |
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