+303.8%
ECHO vs DUOL
+9.2%
+294.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.3% |
| 7D | +3.4% | +5.1% | -1.7% | +2.8% |
| 30D | +2.4% | +14.1% | -11.8% | +0.6% |
| 3M | -28.0% | +41.5% | -69.5% | -31.2% |
| 6M | -21.2% | +60.6% | -81.9% | -26.2% |
| YTD | -17.4% | -12.0% | -5.4% | -17.3% |
| 1Y | +33.6% | -43.4% | +77.0% | +39.6% |
| 3Y | +419.7% | +3.7% | +416.0% | +399.6% |
| 5Y | +241.7% | -5.3% | +247.0% | +207.4% |
| All | +303.8% | +9.2% | +294.5% | +268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling