+34.2%
ECHO vs DPZ
-14.7%
+48.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -2.5% |
| 7D | +4.6% | +10.1% | -5.5% | +6.0% |
| 30D | +0.4% | +14.6% | -14.2% | +2.3% |
| 3M | +7.7% | -6.8% | +14.4% | +6.5% |
| 6M | -18.0% | +4.4% | -22.4% | -16.4% |
| YTD | -9.3% | -16.8% | +7.6% | -7.3% |
| 1Y | +34.2% | -14.5% | +48.7% | +32.9% |
| All | +34.2% | -14.7% | +48.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 1y: compounded portfolio wealth divided by compounded DPZ 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…
1y analysis · Full analysis span regression · 6 months rolling