+15.6%
DIA vs ETN
+18.3%
-2.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.4% |
| 7D | -1.6% | +3.5% | -5.1% | -2.1% |
| 30D | -2.0% | -7.5% | +5.5% | -0.9% |
| 3M | +3.6% | +8.3% | -4.7% | +1.7% |
| 6M | +11.5% | +20.2% | -8.7% | +6.6% |
| YTD | +10.4% | +34.7% | -24.3% | +3.4% |
| 1Y | +15.6% | +19.4% | -3.9% | +10.7% |
| All | +15.6% | +18.3% | -2.7% | +10.7% |
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