+829.5%
ECHO vs DOCN
+236.1%
+593.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.2% | +3.9% | -1.8% |
| 7D | +4.6% | -20.0% | +24.6% | +9.1% |
| 30D | +0.4% | -38.8% | +39.2% | +9.9% |
| 3M | +7.7% | -34.8% | +42.5% | +15.5% |
| 6M | -18.0% | -22.8% | +4.7% | -16.5% |
| YTD | -9.3% | +74.6% | -83.9% | -26.0% |
| 1Y | +34.2% | +116.4% | -82.2% | +3.5% |
| All | +829.5% | +236.1% | +593.4% | +483.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling