+61.6%
DRAM vs ETHA
+2.4%
+59.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.2% | +9.1% | +9.6% |
| 7D | -0.6% | -14.0% | +13.5% | +10.5% |
| 30D | -18.0% | -17.4% | -0.7% | -6.6% |
| 3M | -11.9% | +10.6% | -22.5% | -19.7% |
| 6M | -18.6% | -11.2% | -7.3% | -5.6% |
| All | +61.6% | +2.4% | +59.2% | +70.9% |
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