-28.7%
ETHA vs RY
+97.8%
-126.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +2.0% |
| 7D | +2.7% | +2.7% | 0.0% | -0.6% |
| 30D | +29.4% | -1.0% | +30.4% | +30.0% |
| 3M | +47.2% | +7.6% | +39.5% | +31.5% |
| 6M | +25.4% | +29.5% | -4.1% | -13.9% |
| YTD | -16.5% | +24.2% | -40.7% | -39.0% |
| 1Y | -42.3% | +46.4% | -88.7% | -66.4% |
| All | -28.7% | +97.8% | -126.4% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling