+11.1%
RDW vs ETHA
-31.0%
+42.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.7% | -10.6% | -8.5% |
| 7D | -14.3% | +2.1% | -16.4% | -15.6% |
| 30D | -26.0% | -10.7% | -15.3% | -20.6% |
| 3M | -27.4% | +29.0% | -56.3% | -41.1% |
| 6M | -10.6% | +2.7% | -13.3% | -13.4% |
| YTD | +1.6% | -18.7% | +20.2% | +23.3% |
| 1Y | +11.1% | -24.8% | +35.9% | +40.2% |
| All | +11.1% | -31.0% | +42.1% | +40.2% |
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