-29.3%
ETHA vs RL
+106.2%
-135.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -2.4% | -2.2% | -0.2% | -1.2% |
| 30D | +30.9% | -15.3% | +46.2% | +44.7% |
| 3M | +51.1% | -10.3% | +61.5% | +59.6% |
| 6M | +20.5% | -2.2% | +22.8% | +17.7% |
| YTD | -17.3% | -4.3% | -13.0% | -17.9% |
| 1Y | -43.2% | +8.9% | -52.1% | -49.4% |
| All | -29.3% | +106.2% | -135.5% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling