+3.4%
RIG vs ETHA
-30.1%
+33.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | -8.2% | +2.9% | -11.1% | -8.7% |
| 30D | -0.2% | +31.4% | -31.6% | -4.7% |
| 3M | -2.7% | +48.9% | -51.6% | -9.5% |
| 6M | -7.5% | +20.9% | -28.3% | -11.6% |
| YTD | +38.3% | -17.2% | +55.4% | +39.7% |
| 1Y | +81.8% | -42.8% | +124.6% | +94.1% |
| All | +3.4% | -30.1% | +33.6% | -2.0% |
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