-29.4%
ETHA vs DRI
+61.9%
-91.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +27.9% | +3.8% | +24.1% | +26.5% |
| 3M | +38.3% | +13.0% | +25.3% | +33.2% |
| 6M | +14.0% | +8.3% | +5.7% | +11.0% |
| YTD | -17.4% | +20.6% | -38.1% | -22.7% |
| 1Y | -42.7% | +6.5% | -49.1% | -44.3% |
| All | -29.4% | +61.9% | -91.3% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling