-5.5%
ETN vs RRX
+30.0%
-35.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.6% | -6.2% | -8.0% |
| 7D | -10.1% | +7.6% | -17.8% | -13.2% |
| 30D | -18.4% | +7.5% | -25.9% | -21.0% |
| 3M | -20.4% | -21.0% | +0.6% | -12.8% |
| 6M | -16.0% | -18.1% | +2.1% | -9.6% |
| YTD | +11.8% | +24.3% | -12.5% | +1.6% |
| 1Y | -5.5% | +29.3% | -34.8% | -14.9% |
| All | -5.5% | +30.0% | -35.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling