+11.2%
DXCM vs ETHA
-43.9%
+55.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -5.8% | -2.4% | -3.4% | -5.7% |
| 30D | -5.6% | +30.9% | -36.5% | -6.4% |
| 3M | +13.0% | +51.1% | -38.1% | +11.0% |
| 6M | +24.7% | +20.5% | +4.1% | +23.3% |
| YTD | +27.3% | -17.3% | +44.6% | +24.4% |
| 1Y | +11.2% | -43.2% | +54.4% | +6.2% |
| All | +11.2% | -43.9% | +55.1% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling