+54.0%
ROST vs ETHA
-42.6%
+96.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +2.2% |
| 7D | +0.2% | +3.5% | -3.2% | 0.0% |
| 30D | -6.9% | +35.3% | -42.2% | -8.4% |
| 3M | -3.3% | +50.9% | -54.2% | -5.5% |
| 6M | +9.0% | +22.1% | -13.1% | +7.9% |
| YTD | +28.9% | -14.6% | +43.4% | +29.1% |
| 1Y | +54.0% | -42.8% | +96.8% | +60.7% |
| All | +54.0% | -42.6% | +96.6% | +60.7% |
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 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