+34.2%
ECHO vs DT
-5.1%
+39.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.2% |
| 7D | +4.6% | -25.5% | +30.1% | +5.9% |
| 30D | +0.4% | -22.3% | +22.7% | +1.6% |
| 3M | +7.7% | +2.3% | +5.3% | +7.2% |
| 6M | -18.0% | +20.7% | -38.8% | -20.0% |
| YTD | -9.3% | +7.9% | -17.2% | -1.1% |
| 1Y | +34.2% | -5.7% | +40.0% | +63.9% |
| All | +34.2% | -5.1% | +39.3% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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