+140.3%
ECHO vs DOV
+324.7%
-184.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.1% |
| 7D | +9.1% | +3.4% | +5.7% | +7.0% |
| 30D | +7.2% | +8.8% | -1.7% | +2.1% |
| 3M | +6.1% | +0.9% | +5.1% | +5.7% |
| 6M | -24.2% | -2.8% | -21.3% | -23.3% |
| YTD | -9.7% | +8.1% | -17.8% | -15.0% |
| 1Y | +40.9% | +15.2% | +25.7% | +27.4% |
| 3Y | +883.3% | +64.5% | +818.7% | +622.6% |
| 5Y | +224.2% | +28.9% | +195.3% | +169.1% |
| All | +140.3% | +324.7% | -184.4% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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