+2,147.6%
ETN vs DLR
+3,609.2%
-1,461.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +6.2% | +2.9% | +3.3% | +5.1% |
| 30D | -6.7% | -1.2% | -5.5% | -6.3% |
| 3M | +3.6% | +2.9% | +0.7% | +1.9% |
| 6M | +18.3% | +6.7% | +11.6% | +14.8% |
| YTD | +31.5% | +23.9% | +7.6% | +20.3% |
| 1Y | +20.6% | +18.6% | +1.9% | +12.1% |
| 3Y | +82.5% | +59.7% | +22.9% | +51.1% |
| 5Y | +177.8% | +42.1% | +135.7% | +134.1% |
| 10Y | +705.0% | +176.7% | +528.3% | +404.9% |
| All | +2,147.6% | +3,609.2% | -1,461.6% | +478.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling