-29.4%
ETHA vs RBA
+6.1%
-35.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.8% |
| 7D | +0.8% | -2.9% | +3.7% | +2.6% |
| 30D | +27.9% | -12.3% | +40.2% | +38.1% |
| 3M | +38.3% | -20.5% | +58.8% | +54.1% |
| 6M | +14.0% | -18.5% | +32.5% | +23.5% |
| YTD | -17.4% | -18.2% | +0.8% | -12.9% |
| 1Y | -42.7% | -27.5% | -15.2% | -31.4% |
| All | -29.4% | +6.1% | -35.5% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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