+412.3%
ECHO vs DPZ
-7.0%
+419.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +3.4% | -2.5% | +6.0% | +3.7% |
| 30D | +2.4% | -7.0% | +9.3% | +3.2% |
| 3M | -28.0% | +11.6% | -39.6% | -29.3% |
| 6M | -21.2% | -15.2% | -6.1% | -18.6% |
| YTD | -17.4% | -17.2% | -0.1% | -14.2% |
| 1Y | +33.6% | -24.8% | +58.4% | +41.9% |
| All | +412.3% | -7.0% | +419.3% | +380.3% |
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