+19.8%
DDOG vs ETHA
-31.0%
+50.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.7% | -20.1% | -15.2% |
| 7D | -32.2% | +2.1% | -34.3% | -32.4% |
| 30D | -31.7% | -10.7% | -21.0% | -30.7% |
| 3M | -34.5% | +29.0% | -63.5% | -36.8% |
| 6M | +28.7% | +2.7% | +26.0% | +28.1% |
| YTD | +38.8% | -18.7% | +57.4% | +36.4% |
| 1Y | +19.8% | -24.8% | +44.7% | +17.8% |
| All | +19.8% | -31.0% | +50.8% | +17.8% |
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 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