+926.7%
ECHO vs DPZ
-4.7%
+931.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.7% |
| 7D | +5.7% | +2.2% | +3.5% | +5.5% |
| 30D | +13.8% | +15.5% | -1.7% | +12.1% |
| 3M | +9.1% | -2.0% | +11.1% | +9.2% |
| 6M | -24.9% | +12.1% | -37.1% | -26.2% |
| YTD | -8.0% | -16.6% | +8.6% | -4.6% |
| 1Y | +42.9% | -14.6% | +57.5% | +46.9% |
| 3Y | +926.7% | -4.1% | +930.8% | +762.5% |
| All | +926.7% | -4.7% | +931.4% | +762.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling