+1,878.0%
ETN vs DG
+577.8%
+1,300.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.0% | +6.8% | +3.3% |
| 7D | +8.0% | -2.5% | +10.5% | +8.4% |
| 30D | -5.9% | +1.0% | -6.9% | -6.2% |
| 3M | +5.0% | +20.3% | -15.3% | +1.4% |
| 6M | +22.4% | -11.7% | +34.1% | +24.0% |
| YTD | +33.6% | -2.3% | +36.0% | +32.9% |
| 1Y | +22.1% | +20.0% | +2.1% | +16.6% |
| 3Y | +85.6% | +7.2% | +78.3% | +74.4% |
| 5Y | +179.2% | -37.9% | +217.2% | +196.1% |
| 10Y | +687.3% | +107.3% | +580.0% | +499.4% |
| All | +1,878.0% | +577.8% | +1,300.2% | +877.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling