+15.7%
DVN vs ETHA
-27.9%
+43.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.1% |
| 7D | +4.5% | +3.5% | +1.1% | +4.2% |
| 30D | +12.0% | +35.3% | -23.3% | +8.6% |
| 3M | +13.4% | +50.9% | -37.5% | +8.4% |
| 6M | +12.1% | +22.1% | -10.0% | +9.0% |
| YTD | +38.8% | -14.6% | +53.4% | +40.6% |
| 1Y | +46.0% | -42.8% | +88.8% | +55.6% |
| All | +15.7% | -27.9% | +43.7% | +6.8% |
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 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