-29.2%
ETHA vs DKS
-31.9%
+2.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | +2.9% | -2.9% | +5.8% | +3.9% |
| 30D | +31.4% | -37.7% | +69.1% | +52.1% |
| 3M | +48.9% | -38.9% | +87.8% | +72.7% |
| 6M | +20.9% | -31.1% | +52.0% | +29.9% |
| YTD | -17.2% | -31.8% | +14.7% | -10.5% |
| 1Y | -42.8% | -38.0% | -4.7% | -35.2% |
| All | -29.2% | -31.9% | +2.7% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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