+120.5%
ETN vs DAR
-27.0%
+147.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | +3.6% | +11.6% | -7.9% | +1.3% |
| 30D | -13.4% | -10.2% | -3.2% | -11.5% |
| 3M | -21.9% | -14.8% | -7.1% | -19.6% |
| 6M | -12.8% | -10.1% | -2.7% | -11.5% |
| YTD | +12.1% | +55.5% | -43.4% | +0.9% |
| 1Y | +0.8% | +61.7% | -60.8% | -10.0% |
| 3Y | +64.5% | +37.2% | +27.3% | +46.0% |
| All | +120.5% | -27.0% | +147.5% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling