+106.7%
USO vs ETHA
-30.2%
+136.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | +11.5% | -2.4% | +13.9% | +11.5% |
| 30D | +24.1% | +30.9% | -6.8% | +24.2% |
| 3M | +17.9% | +51.1% | -33.2% | +18.0% |
| 6M | +49.6% | +20.5% | +29.1% | +49.2% |
| YTD | +129.0% | -17.3% | +146.3% | +131.7% |
| 1Y | +112.0% | -43.2% | +155.2% | +117.4% |
| All | +106.7% | -30.2% | +136.9% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling