-44.1%
ETHA vs DPZ
-15.1%
-29.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.9% | -3.8% |
| 7D | -12.5% | +2.2% | -14.8% | -12.9% |
| 30D | -19.8% | +15.5% | -35.3% | -21.8% |
| 3M | +3.1% | -2.0% | +5.1% | +3.5% |
| 6M | -13.8% | +12.1% | -25.9% | -16.4% |
| YTD | -34.6% | -16.6% | -18.0% | -31.4% |
| 1Y | -38.7% | -14.6% | -24.1% | -36.4% |
| All | -44.1% | -15.1% | -29.0% | -44.8% |
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