+417.8%
ECHO vs DT
+3.8%
+414.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +5.1% |
| 7D | +8.6% | -4.9% | +13.4% | +10.4% |
| 30D | +3.8% | +2.7% | +1.1% | +2.4% |
| 3M | -19.9% | +20.0% | -39.9% | -26.4% |
| 6M | -12.1% | +28.0% | -40.1% | -22.9% |
| YTD | -14.1% | +16.0% | -30.1% | -20.7% |
| 1Y | +15.9% | +0.7% | +15.1% | +16.3% |
| 3Y | +417.8% | +6.2% | +411.7% | +364.0% |
| All | +417.8% | +3.8% | +414.0% | +364.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling