+22.3%
ORLY vs ETHA
-30.2%
+52.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.1% | -2.4% | +0.3% | -2.1% |
| 30D | -7.6% | +30.9% | -38.5% | -7.6% |
| 3M | -5.5% | +51.1% | -56.6% | -5.5% |
| 6M | -9.7% | +20.5% | -30.2% | -9.5% |
| YTD | -6.2% | -17.3% | +11.0% | -5.8% |
| 1Y | -18.6% | -43.2% | +24.6% | -17.9% |
| All | +22.3% | -30.2% | +52.5% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling