+313.5%
ECHO vs DOCN
+102.5%
+211.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.2% | +3.9% | -2.1% |
| 7D | +4.6% | -20.0% | +24.6% | +8.2% |
| 30D | +0.4% | -38.8% | +39.2% | +8.0% |
| 3M | +7.7% | -34.8% | +42.5% | +14.0% |
| 6M | -18.0% | -22.8% | +4.7% | -16.8% |
| YTD | -9.3% | +74.6% | -83.9% | -20.7% |
| 1Y | +34.2% | +116.4% | -82.2% | +13.0% |
| 3Y | +538.7% | +239.3% | +299.4% | +392.5% |
| 5Y | +279.9% | -20.2% | +300.1% | +206.2% |
| All | +313.5% | +102.5% | +211.0% | +231.6% |
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