-29.4%
ETHA vs RCAT
+340.5%
-369.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.3% |
| 7D | +0.8% | -1.4% | +2.2% | +1.1% |
| 30D | +27.9% | -3.3% | +31.2% | +27.8% |
| 3M | +38.3% | -43.2% | +81.5% | +49.4% |
| 6M | +14.0% | -43.2% | +57.1% | +19.8% |
| YTD | -17.4% | +5.5% | -23.0% | -22.7% |
| 1Y | -42.7% | -1.6% | -41.0% | -46.2% |
| All | -29.4% | +340.5% | -369.9% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling