+63.0%
ROST vs ETHA
-29.6%
+92.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +0.2% | +2.7% | -2.5% | 0.0% |
| 30D | -10.0% | +29.4% | -39.4% | -12.0% |
| 3M | +1.2% | +47.2% | -45.9% | -2.2% |
| 6M | +8.9% | +25.4% | -16.4% | +6.4% |
| YTD | +28.1% | -16.5% | +44.6% | +28.9% |
| 1Y | +53.0% | -42.3% | +95.3% | +58.8% |
| All | +63.0% | -29.6% | +92.6% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling