-29.3%
ETHA vs OMC
-6.8%
-22.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.7% |
| 7D | -2.4% | -6.2% | +3.8% | 0.0% |
| 30D | +30.9% | -7.6% | +38.5% | +34.9% |
| 3M | +51.1% | +7.4% | +43.7% | +45.9% |
| 6M | +20.5% | +0.1% | +20.4% | +19.7% |
| YTD | -17.3% | +0.4% | -17.7% | -18.1% |
| 1Y | -43.2% | +7.8% | -51.0% | -46.4% |
| All | -29.3% | -6.8% | -22.5% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling