+14.2%
ETN vs RBA
-30.1%
+44.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | +3.0% | -3.3% | +6.3% | +3.3% |
| 30D | -10.9% | -9.8% | -1.1% | -9.9% |
| 3M | +9.2% | -23.5% | +32.7% | +11.9% |
| 6M | +13.9% | -21.5% | +35.4% | +15.8% |
| YTD | +29.5% | -21.2% | +50.7% | +29.7% |
| 1Y | +14.2% | -30.2% | +44.4% | +14.8% |
| All | +14.2% | -30.1% | +44.3% | +14.8% |
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