-25.1%
RCL vs ETHA
-44.4%
+19.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | 0.0% |
| 7D | -5.1% | +0.8% | -5.9% | -5.2% |
| 30D | -19.0% | +27.9% | -46.9% | -20.4% |
| 3M | -9.6% | +38.3% | -47.9% | -11.7% |
| 6M | -6.7% | +14.0% | -20.7% | -7.8% |
| YTD | -3.9% | -17.4% | +13.5% | -6.3% |
| 1Y | -25.1% | -42.7% | +17.6% | -23.4% |
| All | -25.1% | -44.4% | +19.3% | -23.4% |
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