+29.5%
DLR vs ETHA
-29.6%
+59.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +3.4% | +2.7% | +0.7% | +3.1% |
| 30D | -2.2% | +29.4% | -31.6% | -4.9% |
| 3M | +4.7% | +47.2% | -42.4% | +0.3% |
| 6M | +9.0% | +25.4% | -16.4% | +5.9% |
| YTD | +24.1% | -16.5% | +40.7% | +25.0% |
| 1Y | +20.9% | -42.3% | +63.3% | +25.7% |
| All | +29.5% | -29.6% | +59.1% | +29.9% |
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 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