-28.7%
ETHA vs DG
+8.9%
-37.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.2% |
| 7D | +2.7% | -2.5% | +5.1% | +2.7% |
| 30D | +29.4% | +1.0% | +28.4% | +29.3% |
| 3M | +47.2% | +20.3% | +26.9% | +46.6% |
| 6M | +25.4% | -11.7% | +37.1% | +24.4% |
| YTD | -16.5% | -2.3% | -14.2% | -16.7% |
| 1Y | -42.3% | +20.0% | -62.3% | -41.9% |
| All | -28.7% | +8.9% | -37.6% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling