+103.1%
DOCN vs ETR
+177.5%
-74.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | +19.1% | +1.2% | +17.9% | +18.9% |
| 30D | -21.0% | +7.0% | -28.0% | -22.1% |
| 3M | -34.7% | +4.6% | -39.4% | -35.3% |
| 6M | -45.8% | +0.1% | -45.9% | -45.8% |
| YTD | +79.4% | +23.2% | +56.2% | +70.7% |
| 1Y | +91.0% | +20.6% | +70.4% | +82.6% |
| 3Y | +237.5% | +156.3% | +81.2% | +183.7% |
| 5Y | -30.4% | +159.6% | -190.0% | -34.7% |
| All | +103.1% | +177.5% | -74.4% | +67.5% |
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