+412.3%
ECHO vs JD
-4.6%
+416.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | +3.4% | -1.7% | +5.1% | +3.8% |
| 30D | +2.4% | -13.2% | +15.5% | +5.4% |
| 3M | -28.0% | -3.2% | -24.8% | -27.7% |
| 6M | -21.2% | +15.2% | -36.5% | -23.9% |
| YTD | -17.4% | +2.0% | -19.4% | -18.0% |
| 1Y | +33.6% | -5.4% | +39.0% | +34.6% |
| All | +412.3% | -4.6% | +416.8% | +416.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling