+488.1%
ETN vs DT
+98.4%
+389.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.8% |
| 7D | +6.2% | -0.5% | +6.8% | +6.3% |
| 30D | -6.7% | +0.1% | -6.7% | -6.9% |
| 3M | +3.6% | +24.1% | -20.5% | -1.6% |
| 6M | +18.3% | +30.1% | -11.8% | +9.9% |
| YTD | +31.5% | +16.8% | +14.7% | +24.6% |
| 1Y | +20.6% | -0.1% | +20.7% | +18.3% |
| 3Y | +82.5% | +6.8% | +75.7% | +74.8% |
| 5Y | +177.8% | -28.4% | +206.2% | +178.2% |
| All | +488.1% | +98.4% | +389.7% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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