+102.2%
USO vs ETHA
-31.0%
+133.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.7% | -13.8% | -7.4% |
| 7D | -12.7% | +2.1% | -14.8% | -12.4% |
| 30D | +1.0% | -10.7% | +11.7% | 0.0% |
| 3M | +25.6% | +29.0% | -3.4% | +29.4% |
| 6M | -1.5% | +2.7% | -4.2% | -0.6% |
| YTD | +110.3% | -18.7% | +128.9% | +118.9% |
| 1Y | +102.2% | -24.8% | +127.0% | +111.0% |
| All | +102.2% | -31.0% | +133.1% | +111.0% |
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 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