+159.0%
ECHO vs DPZ
+125.0%
+34.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | 0.0% | +7.0% | +6.9% |
| 7D | +3.0% | +3.7% | -0.7% | +2.5% |
| 30D | +6.7% | +8.0% | -1.3% | +5.6% |
| 3M | +12.4% | -4.2% | +16.6% | +12.7% |
| 6M | -20.4% | +4.6% | -25.0% | -21.2% |
| YTD | -6.9% | -18.4% | +11.5% | -5.0% |
| 1Y | +37.7% | -16.8% | +54.5% | +40.0% |
| 3Y | +902.9% | -5.0% | +907.9% | +896.2% |
| 5Y | +275.3% | -27.8% | +303.1% | +281.2% |
| 10Y | +159.0% | +121.1% | +37.9% | +142.1% |
| All | +159.0% | +125.0% | +34.0% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling