+706.7%
ETN vs RCL
+346.0%
+360.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.5% | +3.9% |
| 7D | +3.5% | -1.9% | +5.4% | +4.0% |
| 30D | -7.5% | -15.5% | +8.0% | -3.5% |
| 3M | +8.3% | -9.7% | +18.0% | +10.7% |
| 6M | +20.2% | -8.7% | +28.9% | +22.0% |
| YTD | +34.7% | -5.8% | +40.4% | +34.5% |
| 1Y | +19.4% | -24.5% | +43.9% | +25.5% |
| 3Y | +85.5% | +173.9% | -88.4% | +39.8% |
| 5Y | +186.6% | +228.0% | -41.4% | +95.3% |
| All | +706.7% | +346.0% | +360.7% | +389.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling