+249.2%
ECHO vs DOCS
-21.0%
+270.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.2% | +2.2% | -3.6% |
| 7D | -2.4% | -0.8% | -1.6% | -2.4% |
| 30D | -3.1% | +17.4% | -20.5% | -4.2% |
| 3M | +8.7% | +57.4% | -48.6% | +4.9% |
| 6M | -24.8% | +26.5% | -51.3% | -26.6% |
| YTD | -13.0% | -26.6% | +13.6% | -12.1% |
| 1Y | +33.9% | -48.1% | +82.0% | +38.7% |
| 3Y | +791.8% | +52.6% | +739.2% | +742.1% |
| 5Y | +261.7% | -52.1% | +313.8% | +258.1% |
| All | +249.2% | -21.0% | +270.2% | +252.2% |
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