+56.7%
RCL vs ETHA
-27.9%
+84.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.1% |
| 7D | -1.9% | +3.5% | -5.4% | -2.4% |
| 30D | -15.5% | +35.3% | -50.8% | -19.7% |
| 3M | -9.7% | +50.9% | -60.5% | -15.9% |
| 6M | -8.7% | +22.1% | -30.9% | -12.2% |
| YTD | -5.8% | -14.6% | +8.8% | -5.3% |
| 1Y | -24.5% | -42.8% | +18.3% | -18.7% |
| All | +56.7% | -27.9% | +84.6% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling