+129.6%
ECHO vs JD
+52.8%
+76.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +5.0% |
| 7D | -2.4% | +13.4% | -15.7% | -4.3% |
| 30D | -3.1% | +7.7% | -10.8% | -4.3% |
| 3M | +8.7% | -11.3% | +20.0% | +10.5% |
| 6M | -24.8% | -5.1% | -19.6% | -24.5% |
| YTD | -13.0% | +5.0% | -18.0% | -13.9% |
| 1Y | +33.9% | -5.6% | +39.6% | +34.5% |
| 3Y | +791.8% | +17.8% | +774.0% | +744.5% |
| 5Y | +261.7% | -57.2% | +318.9% | +275.8% |
| 10Y | +157.3% | +34.8% | +122.5% | +115.1% |
| All | +129.6% | +52.8% | +76.8% | +89.0% |
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