+15.8%
DT vs ETHA
-27.9%
+43.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.0% |
| 7D | -1.6% | +3.5% | -5.1% | -2.0% |
| 30D | +3.0% | +35.3% | -32.3% | -0.2% |
| 3M | +26.5% | +50.9% | -24.4% | +21.0% |
| 6M | +35.9% | +22.1% | +13.8% | +32.4% |
| YTD | +17.8% | -14.6% | +32.4% | +17.9% |
| 1Y | +4.1% | -42.8% | +46.8% | +7.4% |
| All | +15.8% | -27.9% | +43.8% | +8.0% |
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 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