+706.7%
ETN vs DLR
+177.5%
+529.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.2% | +3.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -7.5% | -4.3% | -3.2% | -5.8% |
| 3M | +8.3% | +3.8% | +4.5% | +6.0% |
| 6M | +20.2% | +5.8% | +14.3% | +16.8% |
| YTD | +34.7% | +23.5% | +11.1% | +22.8% |
| 1Y | +19.4% | +11.1% | +8.4% | +13.5% |
| 3Y | +85.5% | +57.9% | +27.6% | +53.7% |
| 5Y | +186.6% | +44.0% | +142.6% | +139.9% |
| All | +706.7% | +177.5% | +529.2% | +462.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling