-24.8%
ETHA vs OMC
+24.5%
-49.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.2% | +0.5% | +4.8% |
| 7D | +2.1% | +12.5% | -10.4% | +0.1% |
| 30D | -10.7% | +16.3% | -27.0% | -12.9% |
| 3M | +29.0% | +8.1% | +20.9% | +27.4% |
| 6M | +2.7% | +17.2% | -14.5% | -0.1% |
| YTD | -18.7% | +11.8% | -30.4% | -22.6% |
| 1Y | -24.8% | +23.9% | -48.8% | -25.7% |
| All | -24.8% | +24.5% | -49.4% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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