+166.9%
DOCN vs ETHA
-44.8%
+211.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.8% | -3.3% |
| 7D | +19.1% | -12.5% | +31.6% | +23.3% |
| 30D | -21.0% | -19.8% | -1.2% | -16.1% |
| 3M | -34.7% | +3.1% | -37.9% | -35.2% |
| 6M | -45.8% | -13.8% | -32.0% | -43.8% |
| YTD | +79.4% | -34.6% | +114.0% | +95.9% |
| 1Y | +91.0% | -38.7% | +129.7% | +111.2% |
| All | +166.9% | -44.8% | +211.7% | +167.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling