+62.2%
DASH vs ETHA
-44.8%
+107.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | 0.0% |
| 7D | -4.5% | -12.5% | +8.0% | -2.2% |
| 30D | -6.8% | -19.8% | +13.0% | -2.9% |
| 3M | -20.7% | +3.1% | -23.8% | -21.3% |
| 6M | +15.1% | -13.8% | +28.8% | +17.2% |
| YTD | -24.3% | -34.6% | +10.3% | -20.5% |
| 1Y | -12.1% | -38.7% | +26.6% | -7.2% |
| All | +62.2% | -44.8% | +107.0% | +57.3% |
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