-24.8%
ETHA vs DRI
+34.0%
-58.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.1% | +0.6% | +5.5% |
| 7D | +2.1% | +6.5% | -4.4% | +1.9% |
| 30D | -10.7% | +16.4% | -27.1% | -11.0% |
| 3M | +29.0% | +13.6% | +15.3% | +28.6% |
| 6M | +2.7% | +22.0% | -19.3% | +1.9% |
| YTD | -18.7% | +29.3% | -47.9% | -18.4% |
| 1Y | -24.8% | +32.0% | -56.9% | -25.5% |
| All | -24.8% | +34.0% | -58.8% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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