+7,141.2%
ETN vs DRI
+8,063.4%
-922.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +3.6% | +1.1% | +2.6% | +3.3% |
| 30D | -13.4% | +9.7% | -23.1% | -16.1% |
| 3M | -21.9% | +3.2% | -25.1% | -23.2% |
| 6M | -12.8% | +20.6% | -33.4% | -18.7% |
| YTD | +12.1% | +28.3% | -16.2% | +2.2% |
| 1Y | +0.8% | +34.5% | -33.7% | -9.5% |
| 3Y | +64.5% | +66.5% | -2.1% | +35.9% |
| 5Y | +121.7% | +79.6% | +42.1% | +77.1% |
| 10Y | +542.2% | +333.8% | +208.4% | +262.8% |
| All | +7,141.2% | +8,063.4% | -922.3% | +2,040.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling