-28.7%
ETHA vs RGEN
+20.2%
-48.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | +29.4% | +2.8% | +26.5% | +28.3% |
| 3M | +47.2% | +34.5% | +12.7% | +31.7% |
| 6M | +25.4% | +40.5% | -15.1% | +9.1% |
| YTD | -16.5% | +2.8% | -19.4% | -18.1% |
| 1Y | -42.3% | +39.6% | -82.0% | -49.5% |
| All | -28.7% | +20.2% | -48.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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