+70.5%
DOCN vs ET
+276.7%
-206.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -19.2% | -7.9% | -11.3% | -15.6% |
| 30D | -43.1% | -5.9% | -37.1% | -41.3% |
| 3M | -40.7% | -5.2% | -35.5% | -39.2% |
| 6M | -55.0% | +0.3% | -55.3% | -55.4% |
| YTD | +50.6% | +23.1% | +27.5% | +33.4% |
| 1Y | +54.0% | +22.7% | +31.2% | +36.5% |
| 3Y | +203.9% | +75.4% | +128.5% | +133.7% |
| 5Y | -29.4% | +202.6% | -232.0% | -50.0% |
| All | +70.5% | +276.7% | -206.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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