+78.4%
ETN vs ROL
-1.4%
+79.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | +3.0% | -3.2% | +6.2% | +3.2% |
| 30D | -10.9% | -6.6% | -4.3% | -10.6% |
| 3M | +9.2% | -27.3% | +36.5% | +12.0% |
| 6M | +13.9% | -38.1% | +52.0% | +19.9% |
| YTD | +29.5% | -41.8% | +71.3% | +37.6% |
| 1Y | +14.2% | -37.8% | +52.0% | +19.8% |
| All | +78.4% | -1.4% | +79.8% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling