+85.9%
DAL vs ETHA
-29.6%
+115.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | +3.4% | +2.7% | +0.7% | +2.7% |
| 30D | -13.6% | +29.4% | -42.9% | -19.1% |
| 3M | +1.2% | +47.2% | -46.0% | -8.6% |
| 6M | +34.5% | +25.4% | +9.1% | +25.7% |
| YTD | +14.7% | -16.5% | +31.2% | +16.8% |
| 1Y | +29.2% | -42.3% | +71.6% | +43.4% |
| All | +85.9% | -29.6% | +115.5% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 10y: compounded portfolio wealth divided by compounded ETHA 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…
10y analysis · Full analysis span regression · 6 months rolling