-29.3%
ETHA vs DPZ
-21.6%
-7.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -2.4% | -8.6% | +6.1% | -0.8% |
| 30D | +30.9% | -11.2% | +42.1% | +33.8% |
| 3M | +51.1% | +1.4% | +49.7% | +49.6% |
| 6M | +20.5% | -19.9% | +40.4% | +27.0% |
| YTD | -17.3% | -23.0% | +5.8% | -11.9% |
| 1Y | -43.2% | -28.2% | -15.0% | -37.8% |
| All | -29.3% | -21.6% | -7.7% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling