-27.0%
ETHA vs ROK
+61.2%
-88.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +2.0% |
| 7D | +3.5% | -1.2% | +4.7% | +4.4% |
| 30D | +35.3% | -4.8% | +40.1% | +39.9% |
| 3M | +50.9% | -6.1% | +57.0% | +55.5% |
| 6M | +22.1% | +15.5% | +6.6% | +5.3% |
| YTD | -14.6% | +11.2% | -25.7% | -24.4% |
| 1Y | -42.8% | +23.8% | -66.6% | -53.6% |
| All | -27.0% | +61.2% | -88.2% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling