-29.4%
ETHA vs ROP
-28.4%
-1.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +0.9% | -1.1% |
| 7D | +0.8% | -4.4% | +5.3% | +2.8% |
| 30D | +27.9% | +3.2% | +24.7% | +26.4% |
| 3M | +38.3% | +23.1% | +15.3% | +24.8% |
| 6M | +14.0% | +13.3% | +0.7% | +7.4% |
| YTD | -17.4% | -7.9% | -9.6% | -10.7% |
| 1Y | -42.7% | -22.1% | -20.6% | -28.1% |
| All | -29.4% | -28.4% | -1.0% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling