-29.2%
ETHA vs RL
+105.5%
-134.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +1.3% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +31.4% | -17.5% | +48.9% | +47.6% |
| 3M | +48.9% | -14.0% | +62.9% | +61.6% |
| 6M | +20.9% | -2.0% | +22.9% | +17.8% |
| YTD | -17.2% | -4.6% | -12.6% | -17.7% |
| 1Y | -42.8% | +9.5% | -52.3% | -49.2% |
| All | -29.2% | +105.5% | -134.7% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling