-28.7%
ETHA vs DD
+36.1%
-64.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.7% | -0.6% | +3.3% | +3.0% |
| 30D | +29.4% | -7.4% | +36.8% | +35.7% |
| 3M | +47.2% | -6.4% | +53.6% | +53.3% |
| 6M | +25.4% | -2.5% | +27.9% | +26.0% |
| YTD | -16.5% | +10.2% | -26.8% | -24.1% |
| 1Y | -42.3% | +36.9% | -79.3% | -56.1% |
| All | -28.7% | +36.1% | -64.8% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling