+85.5%
ETN vs DD
+41.1%
+44.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.2% | +4.1% |
| 7D | +3.5% | -3.5% | +7.0% | +5.2% |
| 30D | -7.5% | -11.7% | +4.1% | -2.2% |
| 3M | +8.3% | -9.2% | +17.6% | +13.2% |
| 6M | +20.2% | -7.2% | +27.4% | +24.3% |
| YTD | +34.7% | +6.6% | +28.1% | +31.5% |
| 1Y | +19.4% | +32.0% | -12.6% | +6.5% |
| 3Y | +85.5% | +42.1% | +43.4% | +63.5% |
| All | +85.5% | +41.1% | +44.4% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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