+70.6%
DDOG vs ETHA
-29.6%
+100.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.4% |
| 7D | -6.1% | +2.7% | -8.8% | -6.5% |
| 30D | -10.1% | +29.4% | -39.5% | -14.2% |
| 3M | -9.3% | +47.2% | -56.4% | -15.5% |
| 6M | +67.2% | +25.4% | +41.8% | +59.0% |
| YTD | +54.6% | -16.5% | +71.1% | +56.2% |
| 1Y | +54.1% | -42.3% | +96.4% | +64.4% |
| All | +70.6% | -29.6% | +100.2% | +63.0% |
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