+105.8%
DAL vs ETHA
-36.9%
+142.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.4% |
| 7D | +8.8% | -0.2% | +9.0% | +8.9% |
| 30D | +5.4% | -13.4% | +18.8% | +8.9% |
| 3M | -4.9% | +16.5% | -21.4% | -8.9% |
| 6M | +19.8% | -5.3% | +25.2% | +20.1% |
| YTD | +27.0% | -25.2% | +52.2% | +32.5% |
| 1Y | +52.5% | -32.9% | +85.3% | +62.6% |
| All | +105.8% | -36.9% | +142.7% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling