-42.7%
ETHA vs RL
+13.6%
-56.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.7% | -3.5% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +27.9% | -7.8% | +35.7% | +31.9% |
| 3M | +38.3% | -4.0% | +42.3% | +38.8% |
| 6M | +14.0% | -1.9% | +15.9% | +11.9% |
| YTD | -17.4% | -0.2% | -17.3% | -20.2% |
| 1Y | -42.7% | +10.7% | -53.3% | -52.7% |
| All | -42.7% | +13.6% | -56.2% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling