+16.6%
DT vs ETHA
-30.2%
+46.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.5% | -2.4% | -0.1% | -2.3% |
| 30D | +3.5% | +30.9% | -27.3% | +0.6% |
| 3M | +26.7% | +51.1% | -24.4% | +21.2% |
| 6M | +36.1% | +20.5% | +15.6% | +32.8% |
| YTD | +18.6% | -17.3% | +35.9% | +19.1% |
| 1Y | +7.9% | -43.2% | +51.1% | +11.5% |
| All | +16.6% | -30.2% | +46.8% | +9.1% |
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