-28.7%
ETHA vs RCAT
+357.6%
-386.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.5% |
| 7D | +2.7% | +5.4% | -2.7% | +1.8% |
| 30D | +29.4% | -5.6% | +35.0% | +29.8% |
| 3M | +47.2% | -30.2% | +77.4% | +53.6% |
| 6M | +25.4% | -43.4% | +68.8% | +32.0% |
| YTD | -16.5% | +9.6% | -26.2% | -22.3% |
| 1Y | -42.3% | -2.0% | -40.4% | -46.0% |
| All | -28.7% | +357.6% | -386.3% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 3y: compounded portfolio wealth divided by compounded RCAT 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…
3y analysis · Full analysis span regression · 6 months rolling