+706.7%
ETN vs RRC
+4.9%
+701.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.2% |
| 7D | +3.5% | -1.8% | +5.3% | +3.8% |
| 30D | -7.5% | +2.7% | -10.2% | -8.0% |
| 3M | +8.3% | +8.8% | -0.5% | +6.5% |
| 6M | +20.2% | -1.2% | +21.4% | +19.7% |
| YTD | +34.7% | +17.6% | +17.1% | +30.1% |
| 1Y | +19.4% | +18.4% | +1.0% | +14.9% |
| 3Y | +85.5% | +33.1% | +52.4% | +74.4% |
| 5Y | +186.6% | +148.2% | +38.4% | +136.5% |
| All | +706.7% | +4.9% | +701.8% | +496.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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