-42.8%
ETHA vs DD
+34.9%
-77.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | +3.5% | -3.5% | +7.0% | +5.0% |
| 30D | +35.3% | -11.7% | +47.0% | +42.7% |
| 3M | +50.9% | -9.2% | +60.1% | +57.2% |
| 6M | +22.1% | -7.2% | +29.3% | +25.5% |
| YTD | -14.6% | +6.6% | -21.2% | -17.8% |
| 1Y | -42.8% | +32.0% | -74.8% | -50.9% |
| All | -42.8% | +34.9% | -77.7% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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