+5.4%
OXY vs ETHA
-30.2%
+35.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.9% | -2.4% | +3.3% | +1.1% |
| 30D | +3.6% | +30.9% | -27.3% | +1.1% |
| 3M | +7.1% | +51.1% | -44.0% | +3.0% |
| 6M | +15.7% | +20.5% | -4.9% | +12.8% |
| YTD | +50.1% | -17.3% | +67.4% | +52.3% |
| 1Y | +34.1% | -43.2% | +77.3% | +41.5% |
| All | +5.4% | -30.2% | +35.6% | -2.0% |
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