+143.3%
DELL vs ETN
-1.0%
+144.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.9% | +1.0% | -1.3% |
| 7D | -24.6% | -10.1% | -14.5% | -18.0% |
| 30D | -32.5% | -18.4% | -14.1% | -21.1% |
| 3M | -20.2% | -20.4% | +0.2% | -5.6% |
| 6M | +76.5% | -16.0% | +92.5% | +98.9% |
| YTD | +198.9% | +11.8% | +187.1% | +174.4% |
| 1Y | +143.3% | -5.5% | +148.8% | +148.6% |
| All | +143.3% | -1.0% | +144.3% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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