+42.9%
ECHO vs JD
-8.1%
+51.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | +5.7% | -4.1% | +9.8% | +6.7% |
| 30D | +13.8% | +4.6% | +9.2% | +12.0% |
| 3M | +9.1% | -4.7% | +13.8% | +10.7% |
| 6M | -24.9% | -17.4% | -7.6% | -17.8% |
| YTD | -8.0% | +0.7% | -8.7% | -6.1% |
| 1Y | +42.9% | -5.9% | +48.8% | +56.7% |
| All | +42.9% | -8.1% | +51.0% | +56.7% |
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