-42.7%
ETHA vs RBRK
+6.4%
-49.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.9% |
| 7D | +0.8% | +0.7% | +0.2% | +0.7% |
| 30D | +27.9% | +10.4% | +17.5% | +24.4% |
| 3M | +38.3% | +21.6% | +16.7% | +31.3% |
| 6M | +14.0% | +70.7% | -56.7% | -0.2% |
| YTD | -17.4% | +22.5% | -39.9% | -24.3% |
| 1Y | -42.7% | +8.2% | -50.9% | -46.9% |
| All | -42.7% | +6.4% | -49.1% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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