+59.7%
RCL vs ETHA
-30.3%
+90.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.3% |
| 7D | -5.1% | +0.8% | -5.9% | -5.3% |
| 30D | -19.0% | +27.9% | -46.9% | -22.3% |
| 3M | -9.6% | +38.3% | -47.9% | -14.7% |
| 6M | -6.7% | +14.0% | -20.7% | -9.2% |
| YTD | -3.9% | -17.4% | +13.5% | -3.0% |
| 1Y | -25.1% | -42.7% | +17.6% | -19.6% |
| All | +59.7% | -30.3% | +90.1% | +48.1% |
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