+706.7%
ETN vs ROP
+135.6%
+571.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.5% | -4.6% | +8.1% | +6.3% |
| 30D | -7.5% | -1.7% | -5.8% | -7.0% |
| 3M | +8.3% | +17.1% | -8.7% | -4.3% |
| 6M | +20.2% | +10.9% | +9.3% | +8.5% |
| YTD | +34.7% | -12.1% | +46.8% | +40.7% |
| 1Y | +19.4% | -24.2% | +43.7% | +38.1% |
| 3Y | +85.5% | -20.4% | +105.9% | +104.0% |
| 5Y | +186.6% | -15.4% | +202.0% | +197.2% |
| All | +706.7% | +135.6% | +571.0% | +270.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling