+2.5%
ECHO vs DOCN
-43.8%
+46.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -15.9% | +7.0% | -4.5% |
| 7D | -7.9% | -29.3% | +21.4% | +0.2% |
| 30D | -10.1% | -46.0% | +35.9% | +3.2% |
| 3M | +2.5% | -43.2% | +45.7% | +14.4% |
| All | +2.5% | -43.8% | +46.3% | +14.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling