+190.4%
ETN vs RIG
+59.7%
+130.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.2% |
| 7D | +3.5% | -3.1% | +6.6% | +3.9% |
| 30D | -7.5% | -0.5% | -7.0% | -7.6% |
| 3M | +8.3% | -6.0% | +14.3% | +8.8% |
| 6M | +20.2% | -10.1% | +30.3% | +20.7% |
| YTD | +34.7% | +37.3% | -2.6% | +27.6% |
| 1Y | +19.4% | +73.9% | -54.5% | +9.4% |
| 3Y | +85.5% | -30.2% | +115.7% | +80.2% |
| All | +190.4% | +59.7% | +130.7% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling