-35.1%
ETHA vs RBRK
+46.1%
-81.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -11.1% | +3.9% | -5.1% |
| 7D | -3.8% | -20.9% | +17.1% | +0.3% |
| 30D | -16.6% | -15.9% | -0.7% | -14.0% |
| 3M | +16.9% | +24.7% | -7.8% | +11.1% |
| 6M | -5.5% | +85.1% | -90.5% | -17.9% |
| YTD | -24.6% | +38.3% | -62.8% | -33.3% |
| 1Y | -35.1% | +46.2% | -81.3% | -40.5% |
| All | -35.1% | +46.1% | -81.2% | -40.5% |
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