-8.1%
RKT vs ETHA
-27.9%
+19.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.6% |
| 7D | -6.3% | +3.5% | -9.7% | -6.8% |
| 30D | -6.2% | +35.3% | -41.5% | -11.1% |
| 3M | -1.9% | +50.9% | -52.7% | -8.9% |
| 6M | -13.0% | +22.1% | -35.1% | -16.4% |
| YTD | -31.9% | -14.6% | -17.3% | -31.4% |
| 1Y | -37.6% | -42.8% | +5.2% | -33.7% |
| All | -8.1% | -27.9% | +19.9% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling