-29.2%
ETHA vs DRI
+56.3%
-85.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +2.9% | -4.8% | +7.8% | +4.0% |
| 30D | +31.4% | -3.9% | +35.3% | +32.4% |
| 3M | +48.9% | +5.1% | +43.8% | +46.2% |
| 6M | +20.9% | +5.5% | +15.4% | +18.4% |
| YTD | -17.2% | +16.5% | -33.6% | -21.9% |
| 1Y | -42.8% | +2.0% | -44.8% | -43.8% |
| All | -29.2% | +56.3% | -85.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling