+708.2%
ETN vs RNG
+305.9%
+402.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.6% |
| 7D | +6.2% | -4.1% | +10.3% | +6.6% |
| 30D | -6.7% | +8.6% | -15.3% | -7.6% |
| 3M | +3.6% | +78.0% | -74.4% | -3.4% |
| 6M | +18.3% | +67.0% | -48.7% | +10.2% |
| YTD | +31.5% | +142.4% | -111.0% | +15.7% |
| 1Y | +20.6% | +120.4% | -99.9% | +7.1% |
| 3Y | +82.5% | +122.1% | -39.6% | +58.1% |
| 5Y | +177.8% | -69.8% | +247.6% | +186.6% |
| 10Y | +705.0% | +223.4% | +481.6% | +438.2% |
| All | +708.2% | +305.9% | +402.4% | +412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling