-29.3%
ETHA vs DD
+32.0%
-61.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -2.4% | -2.9% | +0.5% | -0.6% |
| 30D | +30.9% | -11.5% | +42.4% | +41.4% |
| 3M | +51.1% | -5.4% | +56.5% | +56.4% |
| 6M | +20.5% | -6.9% | +27.4% | +24.9% |
| YTD | -17.3% | +6.9% | -24.1% | -23.2% |
| 1Y | -43.2% | +35.6% | -78.9% | -56.7% |
| All | -29.3% | +32.0% | -61.3% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling