-21.6%
DXCM vs ETHA
-30.3%
+8.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.8% |
| 7D | -3.2% | +0.8% | -4.0% | -3.3% |
| 30D | +6.3% | +27.9% | -21.6% | +4.4% |
| 3M | +21.1% | +38.3% | -17.2% | +17.8% |
| 6M | +20.6% | +14.0% | +6.6% | +18.8% |
| YTD | +32.4% | -17.4% | +49.9% | +32.7% |
| 1Y | +8.8% | -42.7% | +51.5% | +11.5% |
| All | -21.6% | -30.3% | +8.7% | -29.9% |
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