-42.7%
ETHA vs RRX
+14.9%
-57.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +0.8% | +3.4% | -2.6% | +0.3% |
| 30D | +27.9% | -11.1% | +39.0% | +30.3% |
| 3M | +38.3% | -23.7% | +62.0% | +43.0% |
| 6M | +14.0% | -22.0% | +36.0% | +15.2% |
| YTD | -17.4% | +16.5% | -33.9% | -26.5% |
| 1Y | -42.7% | +11.5% | -54.2% | -47.2% |
| All | -42.7% | +14.9% | -57.5% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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