+28.8%
DLR vs ETHA
-27.9%
+56.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.4% |
| 7D | +0.1% | +3.5% | -3.4% | -0.3% |
| 30D | -4.3% | +35.3% | -39.6% | -7.4% |
| 3M | +3.8% | +50.9% | -47.0% | -0.9% |
| 6M | +5.8% | +22.1% | -16.3% | +3.1% |
| YTD | +23.5% | -14.6% | +38.1% | +24.1% |
| 1Y | +11.1% | -42.8% | +53.9% | +15.6% |
| All | +28.8% | -27.9% | +56.8% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling