+150.9%
ECHO vs DT
+98.4%
+52.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.4% |
| 7D | +5.3% | -0.5% | +5.9% | +5.4% |
| 30D | +2.4% | +0.1% | +2.4% | +2.2% |
| 3M | -21.8% | +24.1% | -45.9% | -25.9% |
| 6M | -16.9% | +30.1% | -47.0% | -22.9% |
| YTD | -16.0% | +16.8% | -32.7% | -20.3% |
| 1Y | +9.3% | -0.1% | +9.4% | +7.6% |
| 3Y | +406.2% | +6.8% | +399.4% | +391.4% |
| 5Y | +251.0% | -28.4% | +279.3% | +251.1% |
| All | +150.9% | +98.4% | +52.5% | +90.7% |
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