+175.7%
ETN vs ROP
-16.6%
+192.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +3.0% | -8.0% | +11.0% | +5.8% |
| 30D | -10.9% | -2.7% | -8.2% | -10.3% |
| 3M | +9.2% | +16.6% | -7.4% | +0.8% |
| 6M | +13.9% | +10.4% | +3.5% | +7.1% |
| YTD | +29.5% | -12.1% | +41.6% | +37.9% |
| 1Y | +14.2% | -23.6% | +37.8% | +32.6% |
| 3Y | +79.9% | -19.3% | +99.2% | +98.6% |
| 5Y | +175.7% | -15.4% | +191.0% | +184.1% |
| All | +175.7% | -16.6% | +192.2% | +184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling