+412.7%
ECHO vs DUOL
-12.4%
+425.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.6% | -1.6% |
| 7D | +5.3% | -11.8% | +17.1% | +7.1% |
| 30D | +2.4% | +1.5% | +0.9% | +1.9% |
| 3M | -21.8% | +18.1% | -39.9% | -24.3% |
| 6M | -16.9% | +38.7% | -55.6% | -21.9% |
| YTD | -16.0% | -20.7% | +4.7% | -14.5% |
| 1Y | +9.3% | -49.1% | +58.4% | +18.0% |
| All | +412.7% | -12.4% | +425.2% | +384.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling