+318.8%
ECHO vs DUOL
+1.6%
+317.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +3.7% | -7.0% | +10.7% | +4.5% |
| 30D | +0.7% | +6.7% | -6.0% | -0.3% |
| 3M | -27.3% | +16.0% | -43.3% | -29.0% |
| 6M | -17.0% | +45.4% | -62.4% | -21.3% |
| YTD | -14.3% | -18.1% | +3.8% | -13.6% |
| 1Y | +20.9% | -53.6% | +74.5% | +29.4% |
| 3Y | +423.0% | -11.0% | +433.9% | +410.2% |
| 5Y | +265.7% | -17.1% | +282.8% | +230.5% |
| All | +318.8% | +1.6% | +317.2% | +285.5% |
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