-29.3%
ETHA vs RIO
+81.1%
-110.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +3.1% |
| 7D | -2.4% | -3.4% | +0.9% | +0.1% |
| 30D | +30.9% | +0.6% | +30.3% | +30.3% |
| 3M | +51.1% | +2.5% | +48.6% | +47.9% |
| 6M | +20.5% | +10.8% | +9.7% | +10.1% |
| YTD | -17.3% | +30.5% | -47.7% | -33.1% |
| 1Y | -43.2% | +68.1% | -111.4% | -61.9% |
| All | -29.3% | +81.1% | -110.3% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 5y: compounded portfolio wealth divided by compounded RIO 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…
5y analysis · Full analysis span regression · 6 months rolling