-29.4%
ETHA vs RRC
+28.1%
-57.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.3% |
| 7D | +0.8% | +1.3% | -0.5% | +0.3% |
| 30D | +27.9% | +10.1% | +17.8% | +23.3% |
| 3M | +38.3% | +4.0% | +34.3% | +35.8% |
| 6M | +14.0% | +1.6% | +12.4% | +11.8% |
| YTD | -17.4% | +19.7% | -37.1% | -25.0% |
| 1Y | -42.7% | +21.4% | -64.1% | -48.7% |
| All | -29.4% | +28.1% | -57.5% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling