+20.8%
DUK vs ETHA
-27.9%
+48.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | +0.1% |
| 7D | -0.7% | +3.5% | -4.1% | -0.6% |
| 30D | -2.4% | +35.3% | -37.8% | -1.5% |
| 3M | -3.0% | +50.9% | -53.9% | -1.6% |
| 6M | -6.6% | +22.1% | -28.7% | -5.7% |
| YTD | +4.6% | -14.6% | +19.1% | +4.6% |
| 1Y | +1.2% | -42.8% | +44.0% | +0.3% |
| All | +20.8% | -27.9% | +48.7% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling