+15,627.5%
ETN vs ROP
+24,791.5%
-9,164.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.7% |
| 7D | +8.0% | -5.4% | +13.5% | +9.9% |
| 30D | -5.9% | -1.6% | -4.3% | -5.6% |
| 3M | +5.0% | +18.8% | -13.9% | -2.0% |
| 6M | +22.4% | +8.2% | +14.2% | +17.1% |
| YTD | +33.6% | -10.5% | +44.1% | +35.2% |
| 1Y | +22.1% | -23.7% | +45.9% | +30.0% |
| 3Y | +85.6% | -17.9% | +103.4% | +92.9% |
| 5Y | +179.2% | -15.3% | +194.6% | +187.5% |
| 10Y | +687.3% | +133.4% | +553.9% | +504.7% |
| All | +15,627.5% | +24,791.5% | -9,164.1% | +7,347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling