+20,513.9%
ETN vs RRC
+1,198.8%
+19,315.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +8.0% | -1.2% | +9.2% | +8.2% |
| 30D | -5.9% | +9.4% | -15.3% | -7.0% |
| 3M | +5.0% | +7.4% | -2.4% | +3.8% |
| 6M | +22.4% | +1.5% | +20.9% | +21.7% |
| YTD | +33.6% | +19.4% | +14.2% | +30.1% |
| 1Y | +22.1% | +24.2% | -2.1% | +18.1% |
| 3Y | +85.6% | +32.8% | +52.8% | +77.4% |
| 5Y | +179.2% | +152.9% | +26.3% | +141.1% |
| 10Y | +687.3% | +3.9% | +683.5% | +567.4% |
| All | +20,513.9% | +1,198.8% | +19,315.1% | +14,829.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling