+349.6%
ECHO vs DUOL
+16.9%
+332.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +1.4% |
| 7D | +5.7% | +3.0% | +2.6% | +5.3% |
| 30D | +13.8% | +18.3% | -4.5% | +11.3% |
| 3M | +9.1% | +14.7% | -5.6% | +6.7% |
| 6M | -24.9% | +57.5% | -82.4% | -29.6% |
| YTD | -8.0% | -5.8% | -2.2% | -9.1% |
| 1Y | +42.9% | -11.4% | +54.3% | +42.1% |
| 3Y | +926.7% | -22.5% | +949.2% | +908.9% |
| 5Y | +230.4% | +6.6% | +223.7% | +191.3% |
| All | +349.6% | +16.9% | +332.7% | +305.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling