+11,273.8%
ETN vs RCL
+4,537.3%
+6,736.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +8.0% | -0.5% | +8.5% | +8.2% |
| 30D | -5.9% | -17.3% | +11.4% | -1.2% |
| 3M | +5.0% | -2.8% | +7.7% | +5.3% |
| 6M | +22.4% | -4.4% | +26.8% | +22.8% |
| YTD | +33.6% | -4.2% | +37.8% | +32.9% |
| 1Y | +22.1% | -23.4% | +45.5% | +27.9% |
| 3Y | +85.6% | +179.4% | -93.8% | +36.8% |
| 5Y | +179.2% | +238.8% | -59.5% | +83.3% |
| 10Y | +687.3% | +350.2% | +337.1% | +303.4% |
| All | +11,273.8% | +4,537.3% | +6,736.6% | +2,791.8% |
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