-37.8%
ROL vs ETHA
-43.9%
+6.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.2% | -2.4% | -0.8% | -3.3% |
| 30D | -6.6% | +30.9% | -37.5% | -5.3% |
| 3M | -27.3% | +51.1% | -78.4% | -25.6% |
| 6M | -38.1% | +20.5% | -58.6% | -37.3% |
| YTD | -41.8% | -17.3% | -24.5% | -42.0% |
| 1Y | -37.8% | -43.2% | +5.4% | -38.5% |
| All | -37.8% | -43.9% | +6.1% | -38.5% |
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