-27.0%
ETHA vs OMC
-7.3%
-19.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | +3.5% | -4.4% | +7.8% | +5.2% |
| 30D | +35.3% | -7.6% | +42.9% | +39.4% |
| 3M | +50.9% | +4.5% | +46.3% | +47.2% |
| 6M | +22.1% | -0.3% | +22.4% | +21.4% |
| YTD | -14.6% | -0.1% | -14.5% | -15.3% |
| 1Y | -42.8% | +4.6% | -47.4% | -45.1% |
| All | -27.0% | -7.3% | -19.7% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling