+247.8%
DOCN vs ETHA
-30.3%
+278.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.4% | +3.5% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | -9.6% | +27.9% | -37.5% | -15.5% |
| 3M | -37.7% | +38.3% | -76.0% | -43.2% |
| 6M | +115.2% | +14.0% | +101.2% | +105.0% |
| YTD | +133.7% | -17.4% | +151.2% | +139.2% |
| 1Y | +250.2% | -42.7% | +292.8% | +292.0% |
| All | +247.8% | -30.3% | +278.1% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling