-23.7%
DOCN vs ET
+216.9%
-240.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.1% | +9.5% | +9.5% |
| 7D | +3.7% | +1.8% | +2.0% | +2.7% |
| 30D | -33.7% | -3.0% | -30.7% | -32.3% |
| 3M | -27.9% | -4.7% | -23.2% | -25.8% |
| 6M | -46.4% | +2.7% | -49.1% | -47.9% |
| YTD | +81.1% | +26.5% | +54.6% | +51.2% |
| 1Y | +74.3% | +25.0% | +49.3% | +46.6% |
| 3Y | +245.8% | +85.4% | +160.5% | +126.0% |
| 5Y | -23.7% | +215.5% | -239.2% | -55.3% |
| All | -23.7% | +216.9% | -240.6% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling