-5.5%
ETN vs RKT
-9.4%
+3.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +8.7% | -18.5% | -10.5% |
| 7D | -10.1% | +29.7% | -39.9% | -12.5% |
| 30D | -18.4% | +28.5% | -46.9% | -20.5% |
| 3M | -20.4% | +6.4% | -26.8% | -20.6% |
| 6M | -16.0% | +7.1% | -23.1% | -17.2% |
| YTD | +11.8% | -22.5% | +34.2% | +11.6% |
| 1Y | -5.5% | -10.4% | +5.0% | -9.2% |
| All | -5.5% | -9.4% | +3.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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