+64.5%
ETN vs DRI
+68.2%
-3.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +3.6% | +1.1% | +2.6% | +3.4% |
| 30D | -13.4% | +9.7% | -23.1% | -15.0% |
| 3M | -21.9% | +3.2% | -25.1% | -22.5% |
| 6M | -12.8% | +20.6% | -33.4% | -17.0% |
| YTD | +12.1% | +28.3% | -16.2% | +4.7% |
| 1Y | +0.8% | +34.5% | -33.7% | -7.2% |
| 3Y | +64.5% | +66.5% | -2.1% | +38.5% |
| All | +64.5% | +68.2% | -3.7% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling