+1,115.2%
DIA vs ETN
+4,976.4%
-3,861.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.9% | -2.2% |
| 7D | +0.1% | +8.0% | -8.0% | -3.1% |
| 30D | -2.1% | -5.9% | +3.9% | +0.1% |
| 3M | +4.2% | +5.0% | -0.8% | +0.6% |
| 6M | +11.9% | +22.4% | -10.5% | +0.6% |
| YTD | +10.8% | +33.6% | -22.8% | -4.3% |
| 1Y | +17.5% | +22.1% | -4.6% | +4.6% |
| 3Y | +59.9% | +85.6% | -25.6% | +14.2% |
| 5Y | +64.1% | +179.2% | -115.1% | -3.6% |
| 10Y | +246.2% | +687.3% | -441.1% | +26.9% |
| All | +1,115.2% | +4,976.4% | -3,861.2% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling