-35.6%
DOCN vs ETR
+152.2%
-187.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | -19.2% | +0.4% | -19.6% | -19.2% |
| 30D | -43.1% | +7.5% | -50.6% | -44.2% |
| 3M | -40.7% | +4.4% | -45.1% | -41.4% |
| 6M | -55.0% | -1.5% | -53.4% | -54.9% |
| YTD | +50.6% | +21.8% | +28.9% | +41.1% |
| 1Y | +54.0% | +18.4% | +35.6% | +45.4% |
| 3Y | +203.9% | +148.5% | +55.4% | +131.5% |
| All | -35.6% | +152.2% | -187.8% | -45.2% |
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