+97.7%
DOCN vs ETR
+177.7%
-80.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.7% | -9.9% | -7.6% |
| 7D | -20.0% | +3.7% | -23.8% | -20.6% |
| 30D | -38.8% | +11.0% | -49.8% | -40.1% |
| 3M | -34.8% | +3.4% | -38.2% | -35.3% |
| 6M | -22.8% | -3.3% | -19.5% | -22.4% |
| YTD | +74.6% | +23.3% | +51.3% | +66.1% |
| 1Y | +116.4% | +19.2% | +97.3% | +107.4% |
| 3Y | +239.3% | +151.3% | +88.1% | +185.9% |
| 5Y | -20.2% | +159.1% | -179.3% | -25.3% |
| All | +97.7% | +177.7% | -80.0% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling