+144.9%
ECHO vs JD
+31.5%
+113.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +5.7% | -4.1% | +9.8% | +6.4% |
| 30D | +13.8% | +4.6% | +9.2% | +12.8% |
| 3M | +9.1% | -4.7% | +13.8% | +9.7% |
| 6M | -24.9% | -17.4% | -7.6% | -22.9% |
| YTD | -8.0% | +0.7% | -8.7% | -8.5% |
| 1Y | +42.9% | -5.9% | +48.8% | +43.6% |
| 3Y | +926.7% | +18.9% | +907.8% | +866.2% |
| 5Y | +230.4% | -62.9% | +293.3% | +252.7% |
| All | +144.9% | +31.5% | +113.4% | +108.3% |
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