+117.9%
ECHO vs JD
+48.3%
+69.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | +3.4% | -1.7% | +5.1% | +3.7% |
| 30D | +2.4% | -13.2% | +15.5% | +4.5% |
| 3M | -28.0% | -3.2% | -24.8% | -27.8% |
| 6M | -21.2% | +15.2% | -36.5% | -23.1% |
| YTD | -17.4% | +2.0% | -19.4% | -17.8% |
| 1Y | +33.6% | -5.4% | +39.0% | +34.3% |
| 3Y | +419.7% | -9.1% | +428.8% | +410.1% |
| 5Y | +241.7% | -59.6% | +301.3% | +258.2% |
| 10Y | +180.8% | +26.2% | +154.5% | +136.8% |
| All | +117.9% | +48.3% | +69.6% | +80.5% |
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