-42.8%
ETHA vs RRC
+20.8%
-63.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.5% |
| 7D | +3.5% | -1.8% | +5.2% | +3.8% |
| 30D | +35.3% | +2.7% | +32.7% | +34.6% |
| 3M | +50.9% | +8.8% | +42.0% | +47.7% |
| 6M | +22.1% | -1.2% | +23.3% | +21.3% |
| YTD | -14.6% | +17.6% | -32.1% | -20.5% |
| 1Y | -42.8% | +18.4% | -61.2% | -46.2% |
| All | -42.8% | +20.8% | -63.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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