+145.5%
ECHO vs JD
+48.9%
+96.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.5% | +9.5% | +7.3% |
| 7D | +3.0% | +7.9% | -4.9% | +1.7% |
| 30D | +6.7% | +4.8% | +1.9% | +5.8% |
| 3M | +12.4% | -13.9% | +26.3% | +14.7% |
| 6M | -20.4% | -5.8% | -14.6% | -20.1% |
| YTD | -6.9% | +2.4% | -9.3% | -7.6% |
| 1Y | +37.7% | -7.5% | +45.3% | +38.7% |
| 3Y | +902.9% | +20.9% | +882.0% | +846.3% |
| 5Y | +275.3% | -58.0% | +333.4% | +291.1% |
| 10Y | +159.0% | +28.9% | +130.1% | +117.7% |
| All | +145.5% | +48.9% | +96.6% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling