+32.4%
RSP vs ETHA
-29.6%
+62.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -0.4% | +2.7% | -3.1% | -0.6% |
| 30D | -1.5% | +29.4% | -30.9% | -3.9% |
| 3M | +4.8% | +47.2% | -42.4% | +1.0% |
| 6M | +10.3% | +25.4% | -15.1% | +7.5% |
| YTD | +14.1% | -16.5% | +30.6% | +14.8% |
| 1Y | +17.0% | -42.3% | +59.3% | +21.3% |
| All | +32.4% | -29.6% | +62.0% | +27.9% |
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