-29.3%
ETHA vs DRI
+54.9%
-84.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -2.4% | -4.8% | +2.4% | -1.4% |
| 30D | +30.9% | -5.2% | +36.1% | +32.2% |
| 3M | +51.1% | +2.7% | +48.4% | +49.2% |
| 6M | +20.5% | +3.6% | +16.9% | +18.5% |
| YTD | -17.3% | +15.4% | -32.7% | -21.8% |
| 1Y | -43.2% | +1.3% | -44.5% | -44.2% |
| All | -29.3% | +54.9% | -84.2% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling