+59.0%
DDOG vs ETHA
-42.6%
+101.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -0.8% |
| 7D | +3.9% | +3.5% | +0.4% | +3.3% |
| 30D | -8.2% | +35.3% | -43.5% | -12.8% |
| 3M | -5.6% | +50.9% | -56.4% | -12.5% |
| 6M | +73.5% | +22.1% | +51.4% | +66.1% |
| YTD | +62.7% | -14.6% | +77.2% | +62.7% |
| 1Y | +59.0% | -42.8% | +101.8% | +74.9% |
| All | +59.0% | -42.6% | +101.6% | +74.9% |
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