+17,189.5%
ETN vs ROL
+9,850.6%
+7,339.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.2% | -2.5% |
| 7D | +3.6% | +3.0% | +0.6% | +2.6% |
| 30D | -13.4% | +19.8% | -33.2% | -18.9% |
| 3M | -21.9% | +7.9% | -29.8% | -24.6% |
| 6M | -12.8% | -25.6% | +12.9% | -5.5% |
| YTD | +12.1% | -34.1% | +46.2% | +26.3% |
| 1Y | +0.8% | -31.4% | +32.2% | +11.9% |
| 3Y | +64.5% | +4.7% | +59.8% | +54.5% |
| 5Y | +121.7% | +15.6% | +106.1% | +98.0% |
| 10Y | +542.2% | +220.6% | +321.6% | +294.4% |
| All | +17,189.5% | +9,850.6% | +7,339.0% | +4,355.7% |
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