+11.8%
ECHO vs DRI
+4.8%
+7.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.9% | +4.2% |
| 7D | +8.6% | -1.2% | +9.8% | +8.7% |
| 30D | +3.8% | -0.4% | +4.1% | +3.8% |
| 3M | -19.9% | +9.5% | -29.4% | -21.0% |
| 6M | -12.1% | +6.5% | -18.5% | -12.8% |
| YTD | -14.1% | +18.4% | -32.5% | -16.6% |
| All | +11.8% | +4.8% | +7.0% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling