+159.8%
ECHO vs JD
+26.7%
+133.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | +2.2% | +5.2% | -3.0% | +1.2% |
| 30D | +9.8% | +4.5% | +5.3% | +8.9% |
| 3M | +16.8% | -15.4% | +32.3% | +19.8% |
| 6M | -18.1% | -6.0% | -12.0% | -17.6% |
| YTD | -4.2% | +2.2% | -6.3% | -5.0% |
| 1Y | +41.2% | -6.7% | +47.9% | +42.1% |
| 3Y | +943.7% | +20.5% | +923.2% | +880.0% |
| 5Y | +277.5% | -58.4% | +336.0% | +295.5% |
| 10Y | +159.8% | +32.5% | +127.3% | +122.1% |
| All | +159.8% | +26.7% | +133.1% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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