+88.7%
RIG vs ETHA
-44.4%
+133.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.4% |
| 7D | +0.9% | +0.8% | 0.0% | +0.7% |
| 30D | +13.8% | +27.9% | -14.1% | +9.1% |
| 3M | -6.4% | +38.3% | -44.7% | -11.9% |
| 6M | -8.2% | +14.0% | -22.1% | -11.3% |
| YTD | +41.6% | -17.4% | +59.1% | +44.4% |
| 1Y | +88.7% | -42.7% | +131.4% | +110.8% |
| All | +88.7% | -44.4% | +133.1% | +110.8% |
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