+190.4%
ETN vs DG
-37.9%
+228.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +4.0% |
| 7D | +3.5% | -6.5% | +10.0% | +3.6% |
| 30D | -7.5% | +4.2% | -11.7% | -7.6% |
| 3M | +8.3% | +9.5% | -1.2% | +8.1% |
| 6M | +20.2% | -13.1% | +33.3% | +20.9% |
| YTD | +34.7% | -4.8% | +39.5% | +34.9% |
| 1Y | +19.4% | +20.6% | -1.2% | +18.5% |
| 3Y | +85.5% | +4.9% | +80.6% | +86.3% |
| All | +190.4% | -37.9% | +228.3% | +214.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling