+1.6%
DT vs ETHA
-44.8%
+46.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.1% |
| 7D | +3.1% | -12.5% | +15.7% | +4.6% |
| 30D | -29.5% | -19.8% | -9.7% | -27.9% |
| 3M | -11.7% | +3.1% | -14.8% | -12.2% |
| 6M | +29.0% | -13.8% | +42.8% | +30.2% |
| YTD | +3.4% | -34.6% | +38.0% | +6.2% |
| 1Y | -4.2% | -38.7% | +34.5% | -1.2% |
| All | +1.6% | -44.8% | +46.4% | -2.8% |
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