+412.3%
ECHO vs DRI
+60.6%
+351.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +3.4% | +0.6% | +2.8% | +3.1% |
| 30D | +2.4% | +3.8% | -1.5% | +0.5% |
| 3M | -28.0% | +13.0% | -41.0% | -32.5% |
| 6M | -21.2% | +8.3% | -29.6% | -24.8% |
| YTD | -17.4% | +20.6% | -38.0% | -26.2% |
| 1Y | +33.6% | +6.5% | +27.1% | +27.7% |
| All | +412.3% | +60.6% | +351.7% | +294.7% |
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