+4,597.6%
ETN vs RBA
+3,565.6%
+1,032.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.4% |
| 7D | +2.0% | -2.9% | +4.9% | +3.0% |
| 30D | -7.9% | -12.3% | +4.4% | -4.4% |
| 3M | -1.6% | -20.5% | +18.9% | +4.6% |
| 6M | +16.9% | -18.5% | +35.4% | +23.0% |
| YTD | +30.1% | -18.2% | +48.3% | +36.1% |
| 1Y | +19.3% | -27.5% | +46.8% | +29.4% |
| 3Y | +82.5% | +38.1% | +44.5% | +60.1% |
| 5Y | +166.8% | +44.8% | +122.1% | +123.7% |
| 10Y | +649.7% | +187.1% | +462.6% | +385.9% |
| All | +4,597.6% | +3,565.6% | +1,032.0% | +1,519.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling