-3.7%
UBER vs ETHA
+21.9%
-25.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -7.0% | +2.9% | -10.0% | -7.5% |
| 30D | -8.9% | +31.4% | -40.3% | -13.5% |
| 3M | +1.0% | +48.9% | -47.9% | -7.0% |
| 6M | -3.7% | +20.9% | -24.6% | -9.2% |
| All | -3.7% | +21.9% | -25.7% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling