+192.7%
ECHO vs JD
+18.8%
+174.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.4% |
| 7D | +8.6% | -0.8% | +9.4% | +8.7% |
| 30D | +3.8% | -16.0% | +19.8% | +6.7% |
| 3M | -19.9% | -3.2% | -16.7% | -19.7% |
| 6M | -12.1% | +6.1% | -18.1% | -13.1% |
| YTD | -14.1% | -0.1% | -13.9% | -14.3% |
| 1Y | +15.9% | -12.7% | +28.6% | +17.9% |
| 3Y | +417.8% | -6.3% | +424.2% | +405.0% |
| 5Y | +259.3% | -61.3% | +320.7% | +281.0% |
| 10Y | +192.7% | +17.6% | +175.1% | +151.8% |
| All | +192.7% | +18.8% | +174.0% | +151.8% |
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