+31.5%
OXY vs ETHA
-44.4%
+75.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.9% |
| 7D | +1.6% | +0.8% | +0.8% | +1.6% |
| 30D | +11.6% | +27.9% | -16.3% | +11.2% |
| 3M | +2.8% | +38.3% | -35.5% | +2.3% |
| 6M | +13.0% | +14.0% | -0.9% | +12.7% |
| YTD | +47.4% | -17.4% | +64.8% | +51.2% |
| 1Y | +31.5% | -42.7% | +74.1% | +41.1% |
| All | +31.5% | -44.4% | +75.8% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling