+9,439.6%
ETN vs RCL
+5,601.3%
+3,838.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +3.6% | -1.2% | +4.8% | +3.9% |
| 30D | -13.4% | +17.8% | -31.3% | -17.3% |
| 3M | -21.9% | +4.9% | -26.8% | -23.3% |
| 6M | -12.8% | +23.7% | -36.5% | -18.2% |
| YTD | +12.1% | +17.8% | -5.7% | +5.1% |
| 1Y | +0.8% | +28.9% | -28.1% | -7.8% |
| 3Y | +64.5% | +241.9% | -177.4% | +14.7% |
| 5Y | +121.7% | +295.4% | -173.7% | +39.7% |
| 10Y | +542.2% | +344.1% | +198.1% | +229.7% |
| All | +9,439.6% | +5,601.3% | +3,838.3% | +2,187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling