-28.7%
ETHA vs DPZ
-17.1%
-11.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.4% |
| 7D | +2.7% | -1.5% | +4.1% | +3.0% |
| 30D | +29.4% | -4.4% | +33.8% | +30.4% |
| 3M | +47.2% | +7.6% | +39.5% | +44.1% |
| 6M | +25.4% | -16.9% | +42.3% | +31.4% |
| YTD | -16.5% | -18.6% | +2.1% | -12.0% |
| 1Y | -42.3% | -26.7% | -15.7% | -36.5% |
| All | -28.7% | -17.1% | -11.5% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling