+103.1%
DOCN vs ET
+286.3%
-183.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | +19.1% | +2.5% | +16.6% | +17.6% |
| 30D | -21.0% | -2.5% | -18.6% | -20.0% |
| 3M | -34.7% | -4.9% | -29.9% | -33.2% |
| 6M | -45.8% | -0.1% | -45.7% | -46.0% |
| YTD | +79.4% | +26.2% | +53.2% | +57.0% |
| 1Y | +91.0% | +25.2% | +65.9% | +67.7% |
| 3Y | +237.5% | +84.2% | +153.3% | +153.9% |
| 5Y | -30.4% | +216.1% | -246.5% | -51.2% |
| All | +103.1% | +286.3% | -183.2% | +51.2% |
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