+1,671.0%
DIS vs ETN
+17,642.1%
-15,971.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.4% |
| 7D | +0.6% | +2.4% | -1.9% | -0.6% |
| 30D | +10.3% | -15.2% | +25.5% | +16.5% |
| 3M | +15.6% | -21.2% | +36.8% | +24.7% |
| 6M | +15.1% | -13.5% | +28.6% | +16.9% |
| YTD | +6.0% | +14.5% | -8.5% | -5.7% |
| 1Y | +5.7% | -0.9% | +6.5% | -0.1% |
| 3Y | +39.8% | +68.6% | -28.8% | +0.1% |
| 5Y | -23.9% | +129.0% | -152.9% | -53.3% |
| 10Y | +32.9% | +556.1% | -523.2% | -49.8% |
| All | +1,671.0% | +17,642.1% | -15,971.1% | +101.3% |
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