+0.8%
ETN vs RL
+15.3%
-14.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +3.6% | +2.6% | +1.0% | +2.9% |
| 30D | -13.4% | +2.9% | -16.3% | -14.1% |
| 3M | -21.9% | 0.0% | -21.9% | -22.0% |
| 6M | -12.8% | +17.1% | -29.9% | -17.6% |
| YTD | +12.1% | +10.1% | +2.0% | +6.8% |
| 1Y | +0.8% | +17.3% | -16.5% | -5.7% |
| All | +0.8% | +15.3% | -14.4% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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