+5,184.7%
ETN vs RL
+1,366.2%
+3,818.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.4% | +2.8% |
| 7D | +2.0% | -0.8% | +2.8% | +2.3% |
| 30D | -7.9% | -7.8% | -0.2% | -5.6% |
| 3M | -1.6% | -4.0% | +2.4% | -0.7% |
| 6M | +16.9% | -1.9% | +18.8% | +16.5% |
| YTD | +30.1% | -0.2% | +30.2% | +28.7% |
| 1Y | +19.3% | +10.7% | +8.6% | +13.9% |
| 3Y | +82.5% | +210.8% | -128.2% | +23.5% |
| 5Y | +166.8% | +238.2% | -71.4% | +70.6% |
| 10Y | +649.7% | +313.4% | +336.3% | +318.9% |
| All | +5,184.7% | +1,366.2% | +3,818.5% | +1,823.0% |
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 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