-27.5%
DOCN vs ETR
+157.6%
-185.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | +19.1% | +1.2% | +17.9% | +18.8% |
| 30D | -21.0% | +7.0% | -28.0% | -22.5% |
| 3M | -34.7% | +4.6% | -39.4% | -35.6% |
| 6M | -45.8% | +0.1% | -45.9% | -45.9% |
| YTD | +79.4% | +23.2% | +56.2% | +67.0% |
| 1Y | +91.0% | +20.6% | +70.4% | +79.0% |
| 3Y | +237.5% | +156.3% | +81.2% | +150.4% |
| All | -27.5% | +157.6% | -185.1% | -41.7% |
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