+706.7%
ETN vs O
+54.0%
+652.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -2.9% | +6.4% | +4.7% |
| 30D | -7.5% | -4.5% | -3.0% | -5.8% |
| 3M | +8.3% | -2.6% | +11.0% | +8.8% |
| 6M | +20.2% | -5.6% | +25.8% | +22.1% |
| YTD | +34.7% | +9.3% | +25.4% | +28.5% |
| 1Y | +19.4% | +4.3% | +15.1% | +16.0% |
| 3Y | +85.5% | +27.4% | +58.1% | +60.6% |
| 5Y | +186.6% | +17.1% | +169.5% | +156.9% |
| All | +706.7% | +54.0% | +652.6% | +561.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling