-5.5%
ETN vs RIG
+43.0%
-48.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -7.6% | -2.2% | -9.2% |
| 7D | -10.1% | -18.8% | +8.6% | -8.8% |
| 30D | -18.4% | -1.1% | -17.3% | -18.5% |
| 3M | -20.4% | +4.4% | -24.8% | -21.2% |
| 6M | -16.0% | -20.8% | +4.8% | -14.9% |
| YTD | +11.8% | +32.0% | -20.2% | 0.0% |
| 1Y | -5.5% | +39.7% | -45.2% | -18.1% |
| All | -5.5% | +43.0% | -48.5% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling