+37.2%
ECHO vs JD
-6.7%
+43.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.5% | +9.5% | +7.5% |
| 7D | +3.0% | +7.9% | -4.9% | +0.6% |
| 30D | +6.7% | +4.8% | +1.9% | +5.1% |
| 3M | +12.4% | -13.9% | +26.3% | +18.5% |
| 6M | -20.4% | -5.8% | -14.6% | -19.0% |
| YTD | -6.9% | +2.4% | -9.3% | -5.6% |
| All | +37.2% | -6.7% | +43.9% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling