+19.3%
ETN vs ROP
-21.5%
+40.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.0% | +2.1% |
| 7D | +2.0% | -4.4% | +6.4% | +0.2% |
| 30D | -7.9% | +3.2% | -11.2% | -6.6% |
| 3M | -1.6% | +23.1% | -24.7% | +6.0% |
| 6M | +16.9% | +13.3% | +3.6% | +24.4% |
| YTD | +30.1% | -7.9% | +37.9% | +35.1% |
| 1Y | +19.3% | -22.1% | +41.4% | +19.5% |
| All | +19.3% | -21.5% | +40.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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