-24.8%
ETHA vs DPZ
-14.7%
-10.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +5.9% |
| 7D | +2.1% | +10.1% | -8.0% | +2.6% |
| 30D | -10.7% | +14.6% | -25.3% | -10.0% |
| 3M | +29.0% | -6.8% | +35.7% | +28.5% |
| 6M | +2.7% | +4.4% | -1.7% | +3.3% |
| YTD | -18.7% | -16.8% | -1.8% | -21.7% |
| 1Y | -24.8% | -14.5% | -10.4% | -25.5% |
| All | -24.8% | -14.7% | -10.2% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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