+34.2%
ECHO vs DUOL
-38.2%
+72.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +26.0% | -29.2% | -3.8% |
| 7D | +4.6% | +19.3% | -14.7% | +4.2% |
| 30D | +0.4% | +9.6% | -9.2% | +0.5% |
| 3M | +7.7% | +17.1% | -9.4% | +7.0% |
| 6M | -18.0% | +46.3% | -64.4% | -20.4% |
| YTD | -9.3% | -8.1% | -1.2% | -7.4% |
| 1Y | +34.2% | -38.5% | +72.7% | +43.7% |
| All | +34.2% | -38.2% | +72.4% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 1y: compounded portfolio wealth divided by compounded DUOL 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…
1y analysis · Full analysis span regression · 6 months rolling