-11.2%
ETHA vs RCAT
-58.1%
+46.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -14.0% | +7.2% | -21.3% | -14.7% |
| 30D | -17.4% | -20.4% | +3.0% | -15.6% |
| 3M | +10.6% | -59.8% | +70.4% | +20.4% |
| 6M | -11.2% | -61.9% | +50.6% | -4.6% |
| All | -11.2% | -58.1% | +46.8% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling