+85.5%
ETN vs RNG
+119.8%
-34.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.1% | +4.0% |
| 7D | +3.5% | -6.1% | +9.6% | +3.9% |
| 30D | -7.5% | +9.6% | -17.1% | -8.1% |
| 3M | +8.3% | +83.3% | -75.0% | +3.6% |
| 6M | +20.2% | +77.9% | -57.8% | +14.2% |
| YTD | +34.7% | +139.9% | -105.3% | +21.3% |
| 1Y | +19.4% | +121.7% | -102.2% | +8.7% |
| 3Y | +85.5% | +121.9% | -36.4% | +66.3% |
| All | +85.5% | +119.8% | -34.3% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling