+81.1%
ETN vs RCL
+171.9%
-90.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | +6.2% | -2.2% | +8.4% | +7.0% |
| 30D | -6.7% | -15.7% | +9.0% | -1.4% |
| 3M | +3.6% | -8.0% | +11.6% | +5.8% |
| 6M | +18.3% | -10.1% | +28.5% | +20.9% |
| YTD | +31.5% | -5.9% | +37.3% | +30.4% |
| 1Y | +20.6% | -23.5% | +44.1% | +28.3% |
| All | +81.1% | +171.9% | -90.8% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling