+277.0%
ECHO vs DOCN
+70.4%
+206.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -15.9% | +7.0% | -6.3% |
| 7D | -7.9% | -29.3% | +21.4% | -2.8% |
| 30D | -10.1% | -46.0% | +35.9% | -1.3% |
| 3M | +2.5% | -43.2% | +45.7% | +11.0% |
| 6M | -23.4% | -53.7% | +30.4% | -15.0% |
| YTD | -17.3% | +46.9% | -64.2% | -25.7% |
| 1Y | +24.3% | +54.3% | -30.0% | +10.8% |
| 3Y | +482.4% | +185.5% | +296.8% | +361.7% |
| 5Y | +243.7% | -31.1% | +274.8% | +184.9% |
| All | +277.0% | +70.4% | +206.7% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling