-34.7%
ROL vs ETHA
-31.0%
-3.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -3.0% | +3.0% |
| 7D | +14.6% | +2.1% | +12.4% | +14.6% |
| 30D | +29.3% | -10.7% | +40.0% | +28.6% |
| 3M | +2.0% | +29.0% | -26.9% | +3.1% |
| 6M | -28.5% | +2.7% | -31.2% | -28.4% |
| YTD | -35.3% | -18.7% | -16.7% | -35.6% |
| 1Y | -34.7% | -24.8% | -9.8% | -35.1% |
| All | -34.7% | -31.0% | -3.7% | -35.1% |
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