+277.0%
ECHO vs DOCS
-51.9%
+328.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.6% | -3.7% |
| 7D | +4.6% | +1.2% | +3.4% | +4.4% |
| 30D | +0.4% | +21.3% | -20.9% | -1.1% |
| 3M | +7.7% | +58.4% | -50.7% | +3.3% |
| 6M | -18.0% | +39.3% | -57.3% | -21.0% |
| YTD | -9.3% | -21.7% | +12.4% | -8.5% |
| 1Y | +34.2% | -47.3% | +81.5% | +40.0% |
| 3Y | +538.7% | +58.2% | +480.6% | +493.4% |
| All | +277.0% | -51.9% | +328.9% | +276.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling