+140.3%
ECHO vs DRI
+330.2%
-189.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | +9.1% | -0.3% | +9.5% | +9.3% |
| 30D | +7.2% | +10.8% | -3.7% | +3.2% |
| 3M | +6.1% | +0.9% | +5.2% | +5.2% |
| 6M | -24.2% | +16.3% | -40.5% | -28.9% |
| YTD | -9.7% | +27.8% | -37.5% | -18.4% |
| 1Y | +40.9% | +33.9% | +7.1% | +25.0% |
| 3Y | +883.3% | +67.2% | +816.1% | +704.0% |
| 5Y | +224.2% | +79.0% | +145.2% | +156.3% |
| All | +140.3% | +330.2% | -189.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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