+103.6%
DAL vs ETHA
-44.8%
+148.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.4% |
| 7D | -1.1% | -12.5% | +11.4% | +2.0% |
| 30D | +12.8% | -19.8% | +32.6% | +18.7% |
| 3M | -5.3% | +3.1% | -8.4% | -6.7% |
| 6M | +22.4% | -13.8% | +36.1% | +25.1% |
| YTD | +25.6% | -34.6% | +60.2% | +35.1% |
| 1Y | +45.5% | -38.7% | +84.2% | +58.2% |
| All | +103.6% | -44.8% | +148.4% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling