+20,176.5%
ETN vs ROK
+15,563.1%
+4,613.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +6.2% | +0.2% | +6.1% | +6.2% |
| 30D | -6.7% | -1.8% | -4.9% | -5.8% |
| 3M | +3.6% | -7.2% | +10.8% | +7.7% |
| 6M | +18.3% | +14.2% | +4.2% | +11.0% |
| YTD | +31.5% | +10.6% | +20.9% | +24.8% |
| 1Y | +20.6% | +25.9% | -5.3% | +7.5% |
| 3Y | +82.5% | +50.8% | +31.8% | +45.6% |
| 5Y | +177.8% | +47.0% | +130.7% | +119.8% |
| 10Y | +705.0% | +354.9% | +350.1% | +278.6% |
| All | +20,176.5% | +15,563.1% | +4,613.4% | +2,963.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling