-29.2%
ETHA vs ROP
-31.4%
+2.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | +2.9% | -6.1% | +9.1% | +5.8% |
| 30D | +31.4% | -3.4% | +34.8% | +33.4% |
| 3M | +48.9% | +16.7% | +32.2% | +37.6% |
| 6M | +20.9% | +8.1% | +12.8% | +16.5% |
| YTD | -17.2% | -11.7% | -5.5% | -8.8% |
| 1Y | -42.8% | -24.2% | -18.6% | -27.9% |
| All | -29.2% | -31.4% | +2.2% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling