+142.1%
DOCN vs ETHA
-39.8%
+181.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.5% | +12.5% | +9.2% |
| 7D | -12.8% | -5.3% | -7.5% | -11.5% |
| 30D | -41.9% | -14.2% | -27.8% | -39.3% |
| 3M | -36.9% | +10.7% | -47.6% | -38.5% |
| 6M | -52.2% | -8.4% | -43.9% | -51.3% |
| YTD | +62.7% | -28.6% | +91.3% | +73.7% |
| 1Y | +58.2% | -38.8% | +97.1% | +75.8% |
| All | +142.1% | -39.8% | +181.9% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling