+234.6%
ECHO vs DT
-37.8%
+272.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +5.7% | +3.1% | +2.6% | +4.9% |
| 30D | +13.8% | -29.5% | +43.4% | +23.3% |
| 3M | +9.1% | -11.7% | +20.8% | +11.4% |
| 6M | -24.9% | +29.0% | -53.9% | -31.4% |
| YTD | -8.0% | +3.4% | -11.4% | -11.6% |
| 1Y | +42.9% | -4.2% | +47.1% | +40.7% |
| 3Y | +926.7% | -12.8% | +939.5% | +932.1% |
| All | +234.6% | -37.8% | +272.3% | +237.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling