+250.2%
DOCN vs ETR
+23.8%
+226.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | -9.6% | +1.0% | -10.6% | -9.7% |
| 3M | -37.7% | -1.3% | -36.4% | -37.4% |
| 6M | +115.2% | +1.9% | +113.3% | +115.8% |
| YTD | +133.7% | +18.2% | +115.6% | +112.6% |
| 1Y | +250.2% | +24.7% | +225.5% | +218.9% |
| All | +250.2% | +23.8% | +226.3% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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