+84.2%
DOCN vs ETR
+177.4%
-93.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.1% | +6.9% | +7.8% |
| 7D | -12.8% | +1.7% | -14.5% | -13.0% |
| 30D | -41.9% | +8.7% | -50.7% | -42.9% |
| 3M | -36.9% | +4.9% | -41.9% | -37.5% |
| 6M | -52.2% | +0.8% | -53.0% | -52.4% |
| YTD | +62.7% | +23.1% | +39.6% | +54.9% |
| 1Y | +58.2% | +17.9% | +40.4% | +52.1% |
| 3Y | +219.5% | +154.5% | +64.9% | +168.8% |
| 5Y | -32.9% | +160.3% | -193.1% | -36.9% |
| All | +84.2% | +177.4% | -93.2% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling