-10.4%
RKT vs ETHA
-31.0%
+20.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.7% | +3.0% | +7.6% |
| 7D | +29.7% | +2.1% | +27.6% | +29.1% |
| 30D | +28.5% | -10.7% | +39.2% | +31.0% |
| 3M | +6.4% | +29.0% | -22.6% | +0.6% |
| 6M | +7.1% | +2.7% | +4.5% | +5.4% |
| YTD | -22.5% | -18.7% | -3.8% | -21.4% |
| 1Y | -10.4% | -24.8% | +14.4% | -8.5% |
| All | -10.4% | -31.0% | +20.5% | -8.5% |
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