+22.7%
ORLY vs ETHA
-27.9%
+50.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | +0.4% |
| 7D | -2.4% | +3.5% | -5.8% | -2.3% |
| 30D | -6.8% | +35.3% | -42.1% | -6.7% |
| 3M | -4.8% | +50.9% | -55.6% | -4.7% |
| 6M | -9.1% | +22.1% | -31.2% | -8.8% |
| YTD | -5.9% | -14.6% | +8.7% | -5.5% |
| 1Y | -20.4% | -42.8% | +22.4% | -19.6% |
| All | +22.7% | -27.9% | +50.7% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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