+66.4%
DOCN vs ET
+275.3%
-208.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.4% | -14.5% | -15.1% |
| 7D | -29.3% | -8.1% | -21.2% | -26.1% |
| 30D | -46.0% | -7.5% | -38.6% | -43.9% |
| 3M | -43.2% | -4.1% | -39.1% | -42.1% |
| 6M | -53.7% | -2.7% | -51.1% | -53.5% |
| YTD | +46.9% | +22.6% | +24.3% | +30.4% |
| 1Y | +54.3% | +22.0% | +32.4% | +37.2% |
| 3Y | +185.5% | +72.8% | +112.8% | +121.0% |
| 5Y | -31.1% | +201.4% | -232.5% | -51.2% |
| All | +66.4% | +275.3% | -208.9% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling