+276.5%
ECHO vs DOCN
+171.0%
+105.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.4% |
| 7D | +3.4% | +1.1% | +2.3% | +3.2% |
| 30D | +2.4% | -9.6% | +12.0% | +3.7% |
| 3M | -28.0% | -37.7% | +9.7% | -23.2% |
| 6M | -21.2% | +115.2% | -136.5% | -32.8% |
| YTD | -17.4% | +133.7% | -151.1% | -30.6% |
| 1Y | +33.6% | +250.2% | -216.6% | +4.6% |
| 3Y | +419.7% | +320.3% | +99.4% | +287.5% |
| 5Y | +241.7% | +53.1% | +188.6% | +164.7% |
| All | +276.5% | +171.0% | +105.5% | +190.6% |
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