+724.9%
DELL vs ETN
+86.8%
+638.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.0% | +8.0% | +8.7% |
| 7D | +8.2% | +3.5% | +4.7% | +5.5% |
| 30D | +17.1% | -7.5% | +24.6% | +24.9% |
| 3M | +45.2% | +8.3% | +36.8% | +34.7% |
| 6M | +286.8% | +20.2% | +266.6% | +223.6% |
| YTD | +354.8% | +34.7% | +320.1% | +241.6% |
| 1Y | +358.3% | +19.4% | +338.8% | +280.7% |
| 3Y | +724.9% | +85.5% | +639.4% | +401.6% |
| All | +724.9% | +86.8% | +638.1% | +401.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling