-28.7%
ETHA vs RL
+112.7%
-141.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.8% |
| 7D | +2.7% | +1.9% | +0.8% | +1.5% |
| 30D | +29.4% | -12.2% | +41.6% | +39.7% |
| 3M | +47.2% | -6.6% | +53.8% | +51.2% |
| 6M | +25.4% | +3.2% | +22.2% | +18.2% |
| YTD | -16.5% | -1.3% | -15.2% | -18.7% |
| 1Y | -42.3% | +13.6% | -55.9% | -49.9% |
| All | -28.7% | +112.7% | -141.3% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling