+146.7%
ECHO vs DT
+103.5%
+43.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +3.4% | -3.3% | +6.7% | +4.1% |
| 30D | +2.4% | +2.0% | +0.3% | +1.8% |
| 3M | -28.0% | +20.0% | -48.0% | -31.2% |
| 6M | -21.2% | +39.3% | -60.5% | -28.1% |
| YTD | -17.4% | +19.8% | -37.1% | -22.0% |
| 1Y | +33.6% | +4.3% | +29.3% | +30.3% |
| 3Y | +419.7% | +7.7% | +412.0% | +403.4% |
| 5Y | +241.7% | -26.8% | +268.5% | +240.4% |
| All | +146.7% | +103.5% | +43.2% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling