-29.2%
ETHA vs OMC
-8.1%
-21.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.7% | +0.6% |
| 7D | +2.9% | -4.2% | +7.2% | +4.7% |
| 30D | +31.4% | -7.5% | +38.9% | +35.4% |
| 3M | +48.9% | +4.6% | +44.2% | +45.2% |
| 6M | +20.9% | -4.8% | +25.7% | +22.4% |
| YTD | -17.2% | -1.0% | -16.1% | -17.5% |
| 1Y | -42.8% | +3.8% | -46.6% | -44.9% |
| All | -29.2% | -8.1% | -21.1% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling