-31.1%
DOCN vs ETR
+154.5%
-185.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.4% | -14.4% | -15.5% |
| 7D | -29.3% | +0.3% | -29.6% | -29.3% |
| 30D | -46.0% | +6.8% | -52.9% | -46.9% |
| 3M | -43.2% | +3.8% | -47.0% | -43.7% |
| 6M | -53.7% | -5.5% | -48.3% | -53.2% |
| YTD | +46.9% | +21.5% | +25.4% | +38.1% |
| 1Y | +54.3% | +17.4% | +36.9% | +46.6% |
| 3Y | +185.5% | +147.7% | +37.9% | +122.2% |
| 5Y | -31.1% | +152.0% | -183.1% | -38.5% |
| All | -31.1% | +154.5% | -185.6% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling