+20,176.5%
ETN vs OMC
+5,687.0%
+14,489.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.3% |
| 7D | +6.2% | -4.2% | +10.5% | +8.0% |
| 30D | -6.7% | -7.5% | +0.8% | -4.0% |
| 3M | +3.6% | +4.6% | -1.0% | +0.4% |
| 6M | +18.3% | -4.8% | +23.2% | +18.4% |
| YTD | +31.5% | -1.0% | +32.5% | +27.4% |
| 1Y | +20.6% | +3.8% | +16.7% | +13.4% |
| 3Y | +82.5% | +10.2% | +72.3% | +64.2% |
| 5Y | +177.8% | +29.7% | +148.1% | +129.0% |
| 10Y | +705.0% | +32.3% | +672.7% | +537.8% |
| All | +20,176.5% | +5,687.0% | +14,489.5% | +6,639.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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