+241.6%
ECHO vs DRI
+72.9%
+168.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | -28.0% | +13.0% | -41.0% | -32.1% |
| 6M | -21.2% | +8.3% | -29.6% | -24.6% |
| YTD | -17.4% | +20.6% | -38.0% | -25.1% |
| 1Y | +33.6% | +6.5% | +27.1% | +27.8% |
| 3Y | +419.7% | +53.7% | +366.0% | +322.6% |
| All | +241.6% | +72.9% | +168.7% | +162.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling