-5.5%
ETN vs DG
+45.3%
-50.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +8.5% | -18.4% | -7.8% |
| 7D | -10.1% | +12.3% | -22.4% | -7.5% |
| 30D | -18.4% | +19.3% | -37.7% | -15.2% |
| 3M | -20.4% | +11.9% | -32.3% | -18.0% |
| 6M | -16.0% | +25.0% | -41.0% | -12.4% |
| YTD | +11.8% | +8.7% | +3.1% | +16.7% |
| 1Y | -5.5% | +44.7% | -50.2% | -4.5% |
| All | -5.5% | +45.3% | -50.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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