-5.5%
ETN vs ROK
+25.3%
-30.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.6% | -9.3% | -9.4% |
| 7D | -10.1% | 0.0% | -10.1% | -10.0% |
| 30D | -18.4% | -2.5% | -15.9% | -16.8% |
| 3M | -20.4% | 0.0% | -20.4% | -20.2% |
| 6M | -16.0% | +11.6% | -27.6% | -19.9% |
| YTD | +11.8% | +15.2% | -3.4% | +1.6% |
| 1Y | -5.5% | +25.0% | -30.5% | -18.8% |
| All | -5.5% | +25.3% | -30.8% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling