-29.4%
ETHA vs RL
+115.1%
-144.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.7% | -3.9% |
| 7D | +0.8% | -0.8% | +1.6% | +1.3% |
| 30D | +27.9% | -7.8% | +35.7% | +33.7% |
| 3M | +38.3% | -4.0% | +42.3% | +39.7% |
| 6M | +14.0% | -1.9% | +15.9% | +11.8% |
| YTD | -17.4% | -0.2% | -17.3% | -20.2% |
| 1Y | -42.7% | +10.7% | -53.3% | -49.2% |
| All | -29.4% | +115.1% | -144.5% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling