-5.5%
ETN vs O
+8.1%
-13.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.0% | -12.9% | -8.3% |
| 7D | -10.1% | +5.8% | -16.0% | -7.6% |
| 30D | -18.4% | +10.7% | -29.0% | -14.7% |
| 3M | -20.4% | -4.5% | -15.9% | -20.8% |
| 6M | -16.0% | -4.1% | -11.9% | -15.3% |
| YTD | +11.8% | +9.8% | +2.0% | +16.6% |
| 1Y | -5.5% | +11.3% | -16.8% | -2.9% |
| All | -5.5% | +8.1% | -13.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling