+59.3%
RCL vs ETHA
-29.6%
+88.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | -0.5% | +2.7% | -3.1% | -0.9% |
| 30D | -17.3% | +29.4% | -46.7% | -20.9% |
| 3M | -2.8% | +47.2% | -49.9% | -9.1% |
| 6M | -4.4% | +25.4% | -29.8% | -8.3% |
| YTD | -4.2% | -16.5% | +12.4% | -3.4% |
| 1Y | -23.4% | -42.3% | +19.0% | -17.8% |
| All | +59.3% | -29.6% | +88.9% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling