+177.8%
ETN vs RL
+233.3%
-55.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.4% |
| 7D | +6.2% | -0.3% | +6.5% | +6.3% |
| 30D | -6.7% | -17.5% | +10.8% | +0.1% |
| 3M | +3.6% | -14.0% | +17.6% | +9.1% |
| 6M | +18.3% | -2.0% | +20.3% | +17.7% |
| YTD | +31.5% | -4.6% | +36.1% | +31.7% |
| 1Y | +20.6% | +9.5% | +11.1% | +14.2% |
| 3Y | +82.5% | +200.5% | -117.9% | +18.3% |
| 5Y | +177.8% | +226.3% | -48.5% | +67.0% |
| All | +177.8% | +233.3% | -55.5% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling