-29.3%
ETHA vs ROK
+58.5%
-87.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.7% |
| 7D | -2.4% | -1.6% | -0.8% | -1.3% |
| 30D | +30.9% | -5.4% | +36.3% | +35.9% |
| 3M | +51.1% | -4.0% | +55.1% | +52.8% |
| 6M | +20.5% | +13.3% | +7.2% | +5.4% |
| YTD | -17.3% | +9.3% | -26.6% | -25.9% |
| 1Y | -43.2% | +25.8% | -69.1% | -54.6% |
| All | -29.3% | +58.5% | -87.8% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling