-5.5%
ETN vs ROL
-34.1%
+28.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.8% | -12.6% | -9.3% |
| 7D | -10.1% | +14.6% | -24.7% | -7.6% |
| 30D | -18.4% | +29.3% | -47.7% | -14.3% |
| 3M | -20.4% | +2.0% | -22.4% | -19.2% |
| 6M | -16.0% | -28.5% | +12.6% | -13.0% |
| YTD | +11.8% | -35.3% | +47.1% | +17.6% |
| 1Y | -5.5% | -34.7% | +29.2% | -3.0% |
| All | -5.5% | -34.1% | +28.7% | -3.0% |
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