+629.3%
ON vs ETN
+730.7%
-101.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.0% | +4.5% | +5.0% |
| 7D | +2.4% | +3.5% | -1.2% | -0.8% |
| 30D | -8.6% | -7.5% | -1.1% | -2.2% |
| 3M | -34.3% | +8.3% | -42.7% | -38.5% |
| 6M | +28.5% | +20.2% | +8.3% | +10.9% |
| YTD | +40.6% | +34.7% | +5.9% | +9.2% |
| 1Y | +55.3% | +19.4% | +35.9% | +33.2% |
| 3Y | -22.2% | +85.5% | -107.7% | -57.7% |
| 5Y | +62.4% | +186.6% | -124.2% | -41.2% |
| All | +629.3% | +730.7% | -101.4% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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