+4,454.1%
ETN vs RL
+1,517.3%
+2,936.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | +3.6% | +2.6% | +1.0% | +2.8% |
| 30D | -13.4% | +2.9% | -16.3% | -14.4% |
| 3M | -21.9% | 0.0% | -21.9% | -22.1% |
| 6M | -12.8% | +17.1% | -29.9% | -18.0% |
| YTD | +12.1% | +10.1% | +2.0% | +7.2% |
| 1Y | +0.8% | +17.3% | -16.5% | -5.7% |
| 3Y | +64.5% | +249.3% | -184.9% | +7.0% |
| 5Y | +121.7% | +240.9% | -119.2% | +41.8% |
| 10Y | +542.2% | +337.3% | +205.0% | +251.2% |
| All | +4,454.1% | +1,517.3% | +2,936.8% | +1,501.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling