-44.1%
ETHA vs RL
+137.3%
-181.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -2.6% |
| 7D | -12.5% | +2.6% | -15.1% | -14.2% |
| 30D | -19.8% | +2.9% | -22.7% | -21.5% |
| 3M | +3.1% | 0.0% | +3.1% | +2.4% |
| 6M | -13.8% | +17.1% | -30.9% | -24.5% |
| YTD | -34.6% | +10.1% | -44.7% | -40.7% |
| 1Y | -38.7% | +17.3% | -56.0% | -47.8% |
| All | -44.1% | +137.3% | -181.3% | -77.0% |
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