+791.8%
ECHO vs DRI
+66.4%
+725.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.6% |
| 7D | -2.4% | +2.8% | -5.2% | -3.5% |
| 30D | -3.1% | +13.3% | -16.4% | -7.9% |
| 3M | +8.7% | +8.2% | +0.5% | +5.0% |
| 6M | -24.8% | +17.5% | -42.3% | -30.5% |
| YTD | -13.0% | +26.9% | -39.9% | -23.2% |
| 1Y | +33.9% | +31.6% | +2.4% | +15.6% |
| 3Y | +791.8% | +67.0% | +724.8% | +544.7% |
| All | +791.8% | +66.4% | +725.4% | +544.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling