+949.3%
ECHO vs DOCS
+38.9%
+910.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.3% | -2.0% |
| 7D | +3.6% | -4.2% | +7.8% | +3.8% |
| 30D | +7.5% | +8.6% | -1.2% | +7.2% |
| 3M | +16.2% | +27.2% | -11.1% | +15.0% |
| 6M | -20.9% | +26.5% | -47.4% | -22.1% |
| YTD | -6.0% | -25.0% | +19.0% | -5.5% |
| 1Y | +43.4% | -37.0% | +80.4% | +45.2% |
| All | +949.3% | +38.9% | +910.4% | +1,001.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling