+116.4%
DOCN vs ETHA
-31.0%
+147.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.7% | -12.9% | -8.5% |
| 7D | -20.0% | +2.1% | -22.2% | -20.4% |
| 30D | -38.8% | -10.7% | -28.1% | -37.1% |
| 3M | -34.8% | +29.0% | -63.8% | -38.1% |
| 6M | -22.8% | +2.7% | -25.5% | -22.6% |
| YTD | +74.6% | -18.7% | +93.3% | +85.4% |
| 1Y | +116.4% | -24.8% | +141.3% | +136.8% |
| All | +116.4% | -31.0% | +147.4% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling