-28.7%
ETHA vs RIO
+89.1%
-117.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.7% |
| 7D | +2.7% | +1.9% | +0.8% | +1.1% |
| 30D | +29.4% | +5.0% | +24.4% | +24.7% |
| 3M | +47.2% | +5.1% | +42.0% | +41.4% |
| 6M | +25.4% | +17.6% | +7.8% | +9.4% |
| YTD | -16.5% | +36.3% | -52.8% | -34.7% |
| 1Y | -42.3% | +71.2% | -113.5% | -61.8% |
| All | -28.7% | +89.1% | -117.8% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling