+20,672.1%
ETN vs RRX
+3,890.5%
+16,781.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +2.5% |
| 7D | +3.5% | -0.3% | +3.9% | +3.7% |
| 30D | -7.5% | -6.1% | -1.4% | -5.1% |
| 3M | +8.3% | -23.1% | +31.4% | +19.7% |
| 6M | +20.2% | -19.5% | +39.7% | +29.6% |
| YTD | +34.7% | +16.1% | +18.6% | +24.0% |
| 1Y | +19.4% | +12.9% | +6.5% | +10.6% |
| 3Y | +85.5% | +7.9% | +77.6% | +67.3% |
| 5Y | +186.6% | +19.1% | +167.5% | +143.5% |
| 10Y | +724.7% | +225.8% | +498.9% | +372.0% |
| All | +20,672.1% | +3,890.5% | +16,781.6% | +7,552.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling