+262.1%
ECHO vs DOCS
-19.4%
+281.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +9.1% | +0.1% | +9.1% | +9.1% |
| 30D | +7.2% | +8.7% | -1.5% | +6.6% |
| 3M | +6.1% | +32.9% | -26.8% | +3.9% |
| 6M | -24.2% | +25.5% | -49.7% | -26.0% |
| YTD | -9.7% | -25.0% | +15.3% | -8.9% |
| 1Y | +40.9% | -34.9% | +75.8% | +43.5% |
| 3Y | +883.3% | +39.3% | +843.9% | +837.7% |
| 5Y | +224.2% | -54.8% | +279.0% | +221.1% |
| All | +262.1% | -19.4% | +281.5% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling