-29.3%
ETHA vs DAR
+79.1%
-108.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -2.4% | +0.9% | -3.4% | -2.6% |
| 30D | +30.9% | +6.4% | +24.5% | +28.3% |
| 3M | +51.1% | +13.2% | +37.9% | +44.9% |
| 6M | +20.5% | +26.2% | -5.7% | +10.8% |
| YTD | -17.3% | +84.4% | -101.6% | -33.4% |
| 1Y | -43.2% | +112.0% | -155.3% | -57.1% |
| All | -29.3% | +79.1% | -108.4% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling