-29.3%
ETHA vs RRX
+5.2%
-34.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | -2.4% | -3.7% | +1.3% | -0.9% |
| 30D | +30.9% | -9.3% | +40.2% | +36.0% |
| 3M | +51.1% | -21.8% | +72.9% | +62.4% |
| 6M | +20.5% | -22.0% | +42.5% | +27.1% |
| YTD | -17.3% | +11.9% | -29.2% | -32.7% |
| 1Y | -43.2% | +11.6% | -54.9% | -54.2% |
| All | -29.3% | +5.2% | -34.5% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling