-24.8%
ETHA vs DG
+45.3%
-70.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.5% | -2.8% | +4.2% |
| 7D | +2.1% | +12.3% | -10.1% | -0.1% |
| 30D | -10.7% | +19.3% | -30.0% | -14.0% |
| 3M | +29.0% | +11.9% | +17.1% | +25.7% |
| 6M | +2.7% | +25.0% | -22.3% | -3.1% |
| YTD | -18.7% | +8.7% | -27.4% | -19.5% |
| 1Y | -24.8% | +44.7% | -69.5% | -34.3% |
| All | -24.8% | +45.3% | -70.1% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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