+95.9%
RCL vs ETHA
-44.8%
+140.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.9% |
| 7D | -1.2% | -12.5% | +11.3% | +0.9% |
| 30D | +17.8% | -19.8% | +37.7% | +21.9% |
| 3M | +4.9% | +3.1% | +1.8% | +3.9% |
| 6M | +23.7% | -13.8% | +37.5% | +25.6% |
| YTD | +17.8% | -34.6% | +52.4% | +23.2% |
| 1Y | +28.9% | -38.7% | +67.6% | +35.5% |
| All | +95.9% | -44.8% | +140.7% | +88.1% |
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