+50.9%
ETHA vs RBRK
+23.3%
+27.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.8% | +3.5% |
| 7D | +3.5% | -7.5% | +11.0% | +4.3% |
| 30D | +35.3% | -10.4% | +45.7% | +36.6% |
| 3M | +50.9% | +21.3% | +29.6% | +42.2% |
| All | +50.9% | +23.3% | +27.6% | +42.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling