+6.4%
OXY vs ETHA
-27.9%
+34.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.2% |
| 7D | +2.8% | +3.5% | -0.6% | +2.5% |
| 30D | +5.5% | +35.3% | -29.9% | +2.7% |
| 3M | +11.3% | +50.9% | -39.6% | +7.1% |
| 6M | +11.6% | +22.1% | -10.5% | +8.8% |
| YTD | +51.6% | -14.6% | +66.1% | +53.3% |
| 1Y | +36.2% | -42.8% | +79.0% | +43.8% |
| All | +6.4% | -27.9% | +34.3% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling