-29.2%
ETHA vs RNG
+116.2%
-145.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | +2.9% | -4.1% | +7.0% | +3.9% |
| 30D | +31.4% | +8.6% | +22.8% | +28.7% |
| 3M | +48.9% | +78.0% | -29.1% | +27.7% |
| 6M | +20.9% | +67.0% | -46.2% | +4.3% |
| YTD | -17.2% | +142.4% | -159.6% | -38.5% |
| 1Y | -42.8% | +120.4% | -163.2% | -56.0% |
| All | -29.2% | +116.2% | -145.4% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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