+73.9%
RIG vs ETHA
-42.6%
+116.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -5.0% | -2.2% |
| 7D | -3.1% | +3.5% | -6.5% | -3.6% |
| 30D | -0.5% | +35.3% | -35.8% | -5.5% |
| 3M | -6.0% | +50.9% | -56.8% | -12.8% |
| 6M | -10.1% | +22.1% | -32.3% | -14.5% |
| YTD | +37.3% | -14.6% | +51.9% | +39.3% |
| 1Y | +73.9% | -42.8% | +116.7% | +98.3% |
| All | +73.9% | -42.6% | +116.5% | +98.3% |
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