+169.6%
ECHO vs DT
+76.1%
+93.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.3% |
| 7D | +9.1% | +2.7% | +6.4% | +8.5% |
| 30D | +7.2% | -30.4% | +37.5% | +15.1% |
| 3M | +6.1% | -9.4% | +15.5% | +7.5% |
| 6M | -24.2% | +14.5% | -38.7% | -27.7% |
| YTD | -9.7% | +3.6% | -13.3% | -12.7% |
| 1Y | +40.9% | -3.4% | +44.4% | +38.7% |
| 3Y | +883.3% | -11.1% | +894.4% | +883.7% |
| 5Y | +224.2% | -39.5% | +263.6% | +234.2% |
| All | +169.6% | +76.1% | +93.6% | +108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling