+190.4%
ETN vs ROL
-5.1%
+195.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +3.5% | -3.2% | +6.7% | +4.2% |
| 30D | -7.5% | -4.9% | -2.6% | -6.6% |
| 3M | +8.3% | -25.8% | +34.2% | +15.2% |
| 6M | +20.2% | -37.6% | +57.7% | +33.7% |
| YTD | +34.7% | -41.5% | +76.1% | +52.2% |
| 1Y | +19.4% | -39.5% | +58.9% | +33.3% |
| 3Y | +85.5% | +0.1% | +85.4% | +70.7% |
| All | +190.4% | -5.1% | +195.5% | +151.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling