-24.8%
ETHA vs ROP
+10.4%
-35.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.8% | +5.6% |
| 7D | +2.1% | +11.7% | -9.6% | +2.0% |
| 30D | -10.7% | +35.5% | -46.1% | -11.6% |
| 3M | +29.0% | +25.6% | +3.3% | +28.7% |
| 6M | +2.7% | +39.3% | -36.6% | +3.1% |
| YTD | -18.7% | +11.6% | -30.3% | -25.4% |
| 1Y | -24.8% | +10.6% | -35.5% | -30.7% |
| All | -24.8% | +10.4% | -35.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling