-20.0%
DASH vs ETHA
-43.0%
+23.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.1% | -6.4% | -5.6% |
| 7D | -11.2% | +2.7% | -13.9% | -11.8% |
| 30D | -7.3% | +29.4% | -36.7% | -13.0% |
| 3M | +31.4% | +47.2% | -15.7% | +19.6% |
| 6M | +11.9% | +25.4% | -13.5% | +4.9% |
| YTD | -11.5% | -16.5% | +5.0% | -11.5% |
| 1Y | -20.0% | -42.3% | +22.3% | -11.1% |
| All | -20.0% | -43.0% | +23.0% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling