+19.3%
ETN vs ROL
-35.4%
+54.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +3.5% |
| 7D | +2.0% | -1.4% | +3.4% | +1.7% |
| 30D | -7.9% | -4.1% | -3.8% | -8.5% |
| 3M | -1.6% | -22.5% | +20.9% | -4.6% |
| 6M | +16.9% | -37.7% | +54.5% | +14.2% |
| YTD | +30.1% | -39.6% | +69.6% | +28.6% |
| 1Y | +19.3% | -36.0% | +55.3% | +20.1% |
| All | +19.3% | -35.4% | +54.7% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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