-5.5%
ETN vs DGX
+45.0%
-50.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.5% | -13.3% | -9.3% |
| 7D | -10.1% | +4.1% | -14.2% | -9.6% |
| 30D | -18.4% | +10.5% | -28.9% | -17.4% |
| 3M | -20.4% | +9.8% | -30.2% | -19.6% |
| 6M | -16.0% | +34.6% | -50.5% | -15.2% |
| YTD | +11.8% | +49.8% | -38.0% | +10.7% |
| 1Y | -5.5% | +46.0% | -51.5% | -6.4% |
| All | -5.5% | +45.0% | -50.4% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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