-28.8%
ROL vs ETHA
-30.1%
+1.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.2% |
| 7D | -3.3% | +2.9% | -6.2% | -3.3% |
| 30D | -7.2% | +31.4% | -38.6% | -7.1% |
| 3M | -27.0% | +48.9% | -75.9% | -26.9% |
| 6M | -39.5% | +20.9% | -60.4% | -39.4% |
| YTD | -41.8% | -17.2% | -24.6% | -41.6% |
| 1Y | -38.9% | -42.8% | +3.9% | -38.4% |
| All | -28.8% | -30.1% | +1.4% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling