+11,476.7%
ETN vs RIG
-41.6%
+11,518.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.5% |
| 7D | +6.2% | -8.2% | +14.4% | +7.7% |
| 30D | -6.7% | -0.2% | -6.5% | -6.8% |
| 3M | +3.6% | -2.7% | +6.3% | +3.6% |
| 6M | +18.3% | -7.5% | +25.8% | +18.4% |
| YTD | +31.5% | +38.3% | -6.8% | +22.6% |
| 1Y | +20.6% | +81.8% | -61.3% | +6.8% |
| 3Y | +82.5% | -30.2% | +112.7% | +81.9% |
| 5Y | +177.8% | +59.9% | +117.8% | +122.6% |
| 10Y | +705.0% | -41.9% | +746.9% | +475.5% |
| All | +11,476.7% | -41.6% | +11,518.3% | +8,649.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling