-5.5%
ETN vs RBA
-2.0%
-3.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.1% | -11.9% | -10.0% |
| 7D | -10.1% | +12.7% | -22.8% | -11.0% |
| 30D | -18.4% | +15.5% | -33.9% | -19.3% |
| 3M | -20.4% | -14.0% | -6.4% | -18.3% |
| 6M | -16.0% | -8.8% | -7.2% | -15.2% |
| YTD | +11.8% | -6.9% | +18.7% | +6.0% |
| 1Y | -5.5% | -3.0% | -2.5% | -12.8% |
| All | -5.5% | -2.0% | -3.5% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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