+191.3%
ECHO vs DPZ
+143.2%
+48.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +1.9% | -1.8% |
| 7D | +5.3% | -7.3% | +12.6% | +6.3% |
| 30D | +2.4% | -7.6% | +10.0% | +3.3% |
| 3M | -21.8% | +1.8% | -23.6% | -22.2% |
| 6M | -16.9% | -21.8% | +4.9% | -14.6% |
| YTD | -16.0% | -22.0% | +6.0% | -13.7% |
| 1Y | +9.3% | -28.6% | +37.9% | +13.6% |
| 3Y | +406.2% | -13.1% | +419.3% | +408.5% |
| 5Y | +251.0% | -33.2% | +284.2% | +260.1% |
| 10Y | +191.3% | +147.0% | +44.2% | +159.0% |
| All | +191.3% | +143.2% | +48.1% | +159.0% |
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