+20,513.9%
ETN vs ROL
+8,798.6%
+11,715.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.3% | +3.6% |
| 7D | +8.0% | -3.4% | +11.5% | +9.3% |
| 30D | -5.9% | -6.9% | +1.0% | -3.7% |
| 3M | +5.0% | -24.6% | +29.6% | +14.4% |
| 6M | +22.4% | -39.5% | +61.9% | +43.5% |
| YTD | +33.6% | -41.1% | +74.7% | +57.6% |
| 1Y | +22.1% | -37.9% | +60.1% | +40.7% |
| 3Y | +85.6% | +0.8% | +84.8% | +77.4% |
| 5Y | +179.2% | -4.7% | +183.9% | +167.7% |
| 10Y | +687.3% | +207.9% | +479.4% | +394.2% |
| All | +20,513.9% | +8,798.6% | +11,715.3% | +5,461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling