+10,460.9%
ETN vs O
+5,367.1%
+5,093.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +8.0% | -0.6% | +8.6% | +8.3% |
| 30D | -5.9% | -2.0% | -4.0% | -5.3% |
| 3M | +5.0% | +3.0% | +2.0% | +3.1% |
| 6M | +22.4% | -3.6% | +26.1% | +23.3% |
| YTD | +33.6% | +12.1% | +21.6% | +26.7% |
| 1Y | +22.1% | +8.9% | +13.2% | +16.9% |
| 3Y | +85.6% | +30.3% | +55.2% | +61.8% |
| 5Y | +179.2% | +13.7% | +165.5% | +156.1% |
| 10Y | +687.3% | +50.3% | +637.0% | +516.4% |
| All | +10,460.9% | +5,367.1% | +5,093.8% | +2,859.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling